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On a New SSOR-Like Method with Four Parameters for the Augmented Systems

Part of: Numerical linear algebra

Published online by Cambridge University Press:  31 January 2017

Hui-Di Wang  and
Zheng-Da Huang
Hui-Di Wang*
Affiliation:
School of Mathematical Sciences, Zhejiang University, Hangzhou, 310027, China
Zheng-Da Huang*
Affiliation:
School of Mathematical Sciences, Zhejiang University, Hangzhou, 310027, China
*
*Corresponding author. Email addresses:hdwang@zju.edu.cn (H.-D. Wang), zdhuang@zju.edu.cn (Z.- D. Huang)
*Corresponding author. Email addresses:hdwang@zju.edu.cn (H.-D. Wang), zdhuang@zju.edu.cn (Z.- D. Huang)
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Abstract

In this paper, we propose a new SSOR-like method with four parameters to solve the augmented system. And we analyze the convergence of the method and get the optimal convergence factor under suitable conditions. It is proved that the optimal convergence factor is the same as the GMPSD method [M.A. Louka and N.M. Missirlis, A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented systems, Numer. Math. 131(2015) 517-540] with five parameters under the same assumption.

Keywords

ConvergenceSSOR-like methodconvergence factor

MSC classification

Secondary: 65F10: Iterative methods for linear systems
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 7 , Issue 1 , February 2017 , pp. 82 - 100
Copyright
Copyright © Global-Science Press 2017 

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