Convergence of a generalized MSSOR method for augmented systems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:236

Article

Zhang, Li-Tao¹  Huang, Ting-Zhu²  Cheng, Shao-Hua¹  Wang, Yan-Ping¹ 

[1] Zhengzhou Inst Aeronaut Ind Management, Dept Math & Phys, Zhengzhou 450015, Henan, Peoples R China

[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 610054, Sichuan, Peoples R China

关键词: Generalized MSSOR method;    Augmented systems;    Convergence;   

DOI  :  10.1016/j.cam.2011.10.016

来源: Elsevier

【 摘 要 】

Recently, Wu et al. [ S.-L Wu, T.-Z. Huang, X.-L Zhao, A modified SSOR iterative method for augmented systems, J. Comput. Appl. Math. 228 (1)(2009) 424-433] introduced a modified SSOR (MSSOR) method for augmented systems. In this paper, we establish a generalized MSSOR (GMSSOR) method for solving the large sparse augmented systems of linear equations, which is the extension of the MSSOR method. Furthermore, the convergence of the GMSSOR method for augmented systems is analyzed and numerical experiments are carried out, which show that the GMSSOR method with appropriate parameters has a faster convergence rate than the MSSOR method with optimal parameters. (C) 2011 Elsevier DV. All rights reserved.

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