Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641777 | Journal of Computational and Applied Mathematics | 2009 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xiaoxia Zhou, Yongzhong Song, Li Wang, Qingsheng Liu,