On generalized symmetric SOR method for augmented systems

Authors:
Guo-Feng Zhang;Qun-hua Lu
Affiliations:
School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, PR China;School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

In this paper, we establish the generalized symmetric SOR method (GSSOR) for solving the large sparse augmented systems of linear equations, which is the extension of the SSOR iteration method. The convergence of the GSSOR method for augmented systems is studied. Numerical resume shows that this method is effective.