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Two-parameter GSOR method for the augmented system.
- Source :
-
International Journal of Computer Mathematics . Aug2005, Vol. 82 Issue 8, p1033-1042. 10p. - Publication Year :
- 2005
-
Abstract
- A new iterative method is given for the augmented system of equations. Similarly to the GSOR and SOR-like methods, the new method involves two iteration parameters and one preconditioning matrix. The convergence analysis and the determination of the optimum parameters are studied first. Then the explicit formulae for the optimum parameters and the associated spectral radius are derived. Finally, numerical computations are presented which show clearly that the new method has a very good numerical performance and is much faster than the SOR-like method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00207160
- Volume :
- 82
- Issue :
- 8
- Database :
- Academic Search Index
- Journal :
- International Journal of Computer Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 17552428
- Full Text :
- https://doi.org/10.1080/00207160500112860