Convergence of a generalized MSSOR method for augmented systems

Authors:
Li-Tao Zhang;Ting-Zhu Huang;Shao-Hua Cheng;Yan-Ping Wang
Affiliations:
Department of Mathematics and Physics, Zhengzhou Institute of Aeronautical Industry Management, Zhengzhou, Henan, 450015, PR China;School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;Department of Mathematics and Physics, Zhengzhou Institute of Aeronautical Industry Management, Zhengzhou, Henan, 450015, PR China;Department of Mathematics and Physics, Zhengzhou Institute of Aeronautical Industry Management, Zhengzhou, Henan, 450015, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2012

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Abstract

Recently, Wu et al. [S.-L. Wu, T.-Z. Huang, X.-L. Zhao, A modified SSOR iterative method for augmented systems, J. Comput. Appl. Math. 228 (1) (2009) 424-433] introduced a modified SSOR (MSSOR) method for augmented systems. In this paper, we establish a generalized MSSOR (GMSSOR) method for solving the large sparse augmented systems of linear equations, which is the extension of the MSSOR method. Furthermore, the convergence of the GMSSOR method for augmented systems is analyzed and numerical experiments are carried out, which show that the GMSSOR method with appropriate parameters has a faster convergence rate than the MSSOR method with optimal parameters.