A modified SSOR iterative method for augmented systems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:228

Article

Wu, Shi-Liang¹  Huang, Ting-Zhu¹  Zhao, Xi-Le¹ 

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

关键词: SOR-like method;    SSOR method;    Augmented system;   

DOI  :  10.1016/j.cam.2008.10.006

来源: Elsevier

【 摘 要 】

Golub, Wu and Yuan [G.H. Golub, X. Wu, J.Y. Yuan, SOR-like methods for augmented systems, BIT 41 (2001) 71-85] have presented the SOR-like algorithm to solve augmented systems. In this paper, we present the modified symmetric successive overrelaxation (MSSOR) method for solving augmented systems, which is based on Darvishi and Hessari's work above. We derive its convergence under suitable restrictions on the iteration parameter, determine its optimal iteration parameter and the corresponding optimal convergence factor under certain conditions. Finally, we apply the MSSOR method to solve augmented systems. (c) 2008 Elsevier B.V. All rights reserved.

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