Article ID Journal Published Year Pages File Type
4641139 Journal of Computational and Applied Mathematics 2009 10 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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