Year: 2019
Author: Yujiang Wu, Wei-Hong Zhang, Xi-An Li, Ai-Li Yang
Journal of Mathematical Study, Vol. 52 (2019), Iss. 1 : pp. 18–29
Abstract
A parameterized generalized successive overrelaxation (PGSOR) method for a class of block two-by-two linear system is established in this paper. The convergence theorem of the method is proved under suitable assumptions on iteration parameters. Besides, we obtain a functional equation between the parameters and the eigenvalues of the iteration matrix for this method. Furthermore, an accelerated variant of the PGSOR (APGSOR) method is also presented in order to raise the convergence rate. Finally, numerical experiments are carried out to confirm the theoretical analysis as well as the feasibility and the efficiency of the PGSOR method and its variant.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jms.v52n1.19.02
Journal of Mathematical Study, Vol. 52 (2019), Iss. 1 : pp. 18–29
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: Complex linear systems symmetric positive definite spectral radius convergence preconditioning.