Convergence of a generalized MSSOR method for augmented systems

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• 作者：Li-Tao Zhang^a ; ^{litaozhang@163.com} ; Ting-Zhu Huang^b ; ^{tzhuang@uestc.edu.cn} ; ^{tingzhuhuang@126.com} ; Shao-Hua Cheng^a ; ^{chengshaohua@139.com} ; Yan-Ping Wang^a
• 关键词：65F10 ; 65F15
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2012
• 出版时间：January, 2012
• 年：2012
• 卷：236
• 期：7
• 页码：1841-1850
• 全文大小：653 K

文摘

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.