A selected method for the optimal parameters of the AOR iteration

Journal of inequalities and applications

Luna Ren¹ 

关键词: linear systems;    AOR iteration;    optimal parameter;    optimization;   

DOI  :  10.1186/s13660-016-1196-8

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this paper, we present an optimization technique to find the optimal parameters of the AOR iteration, which just needs to minimize the 2-norm of the residual vector and avoids solving the spectral radius of the iteration matrix of the SOR method. Meanwhile, numerical results are provided to indicate that the new method is more robust than the AOR method for larger intervals of the parameters ω and γ.

【 授权许可】

CC BY