An improved symmetric SOR iterative method for augmented systems
نویسندگان
چکیده
منابع مشابه
A note on an SOR-like method for augmented systems
Golub et al. (2001, BIT, 41, 71–85) gave a generalized successive over-relaxation method for the augmented systems. In this paper, the connection between the SOR-like method and the preconditioned conjugate gradient (PCG) method for the augmented systems is investigated. It is shown that the PCG method is at least as accurate (fast) as the SOR-like method. Numerical examples demonstrate that th...
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For the augmented system of linear equations, Zhang and Lu (2008) recently studied the generalized symmetric SOR method (GSSOR) with two parameters. In this note, the optimal parameters of the GSSOR method are obtained, and numerical examples are given to illustrate the corresponding results. © 2014 Elsevier B.V. All rights reserved.
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Recently, several proposals for the generalization of Young’s SOR method to the saddle point problem or the augmented system has been presented. One of the most practical versions is the SOR-like method given by Golub et al., [(2001). SOR-like methods for augmented systems. BIT, 41, 71–85.], where the convergence and the determination of its optimum parameters were given. In this article, a ful...
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The paper describes, discusses, and numerically illustrates the method for obtaining a priori estimates of the optimum relaxation factor in the SOR iteration method. The computational strategy of this method uses the so-called Sigma-SOR algorithm based on the theoretical result proven in the paper. The method presented is especially efficient for problems with slowly convergent iteration proces...
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ژورنال
عنوان ژورنال: Tamkang Journal of Mathematics
سال: 2012
ISSN: 2073-9826,0049-2930
DOI: 10.5556/j.tkjm.43.2012.479-490