Preconditioned GAOR methods for solving weighted linear least squares problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:224

Article

Zhou, Xiaoxia¹  Song, Yongzhong¹  Wang, Li¹  Liu, Qingsheng¹ 

[1] Nanjing Normal Univ, Inst Math, Nanjing 210097, Peoples R China

关键词: Preconditioning;    GAOR method;    Weighted linear least squares problem;    Linear system;    Convergence;    Comparison;   

DOI  :  10.1016/j.cam.2008.04.034

来源: Elsevier

【 摘 要 】

In this paper, we present the preconditioned generalized accelerated overrelaxation (GAOR) method for solving linear systems based on a class of weighted linear least square problems. Two kinds of preconditioning are proposed, and each one contains three preconditioners. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the convergence rate of the preconditioned GAOR methods is indeed better than the rate of the original method, whenever the original method is convergent. Finally, a numerical example is presented in order to confirm these theoretical results. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

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