A Class of IDP-SOR Method of Saddle Point Problem

A new iterative solution is proposed to solve the problem of large-scale saddle point problem.Based on a splitting for the matrix of coefficients which A∈Rn×n is symmetric positive definite in coefficient matrix,using the incomplete decomposition method which split A to LLT+R,after choosing a pretreated matrix and undermined parameters,the converence of the iteration is proved and sufficient and necessary conditions of the new iteration method proposed becomes convergent in form of theorem.