E3S Web of Conferences (Jan 2021)
Kaczmarz method for saddle point systems
Abstract
The Kaczmarz method is presented for solving saddle point systems. The convergence is analyzed. Numerical examples, compared with classical Krylov subspace methods, SOR-like method (2001) and recent modified SOR-like method (2014), show that the Kaczmarz algorithm is efficient in convergence rate and CPU time.