Year: 2017
East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 1 : pp. 101–115
Abstract
There has been a lot of study on the SOR-like methods for solving the augmented system of linear equations since the outstanding work of Golub, Wu and Yuan (BIT 41(2001)71-85) was presented fifteen years ago. Based on the SOR-like methods, we establish a class of accelerated SOR-like methods for large sparse augmented linear systems by making use of optimization technique, which will find the optimal relaxation parameter ω by optimization models. We demonstrate the convergence theory of the new methods under suitable restrictions. The numerical examples show these methods are effective.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.010916.261116a
East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 1 : pp. 101–115
Published online: 2017-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
Keywords: SOR-like method optimization augmented linear systems convergence.