Two-parameter GSOR method for the augmented system

Authors: Li, Zheng¹; Li, Changjun²; Evans, David³; Zhang, Tie²

Source: International Journal of Computer Mathematics, Volume 82, Number 8, August 2005 , pp. 1033-1042(10)

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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.

Keywords: GSOR method; SOR-like method; Augmented system; Saddle-point problem; Stokes equation

Document Type: Research article

DOI: http://dx.doi.org/10.1080/00207160500112860

Affiliations: 1: School of Information Science & Engineering, Northeastern University, Shenyang, 110004, P. R. China 2: Department of Mathematics, Northeastern University, Shenyang, 110004, P. R. China 3: Department of Computer Science, Loughborough University, Leics, LE11 3TU, UK

Publication date: 2005-08-01

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