Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641139 | Journal of Computational and Applied Mathematics | 2009 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shi-Liang Wu, Ting-Zhu Huang, Xi-Le Zhao,