SOR-like Methods With Optimization Model for Augmented Linear Systems

作者：Wen, Rui-Ping^*; Li, Su-Dan; Meng, Guo-Yan

来源：East Asian Journal on Applied Mathematics, 2017, 7(1): 101-115.

DOI：10.4208/eajam.010916.261116a

• SOR-like method
• optimization
• augmented linear systems
• convergence

There has been a lot of study on the SOR-like methods for solving the augmented system of linear equations since the outstanding work of Golub, Wu and Yuan (BIT 41(2001) 71-85) was presented fifteen years ago. Based on the SOR-like methods, we establish a class of accelerated SOR-like methods for large sparse augmented linear systems by making use of optimization technique, which will find the optimal relaxation parameter omega by optimization models. We demonstrate the convergence theory of the new methods under suitable restrictions. The numerical examples show these methods are effective.

• 出版日期2017-2
• 单位太原师范学院; 忻州师范学院