GSOR Method And Its Convergence For Generalized Saddle Point Problems

GSOR method is applied to the generalized saddle point problem, By means of non-symmetric positive definite matrix, we discussed the parameters of selection, Based on the results, we give the necessary and sufficient conditions of GSOR convergence for generalized saddle point problem.First, A brief introduction to the present research situation and research directions of saddle point problem.Second, we give these known algorithms for saddle point problems and the generalized saddle point problems presented in this article.Third, we put forward some important lemmas and theorems to obtain the necessary and sufficient conditions of GSOR convergence for generalized saddle point problems.Fourth, we make some prospects of the development and research of saddle point method.