论文信息 - A note on an SOR-like method for augmented systems

A note on an SOR-like method for augmented systems

Golub et al. (2001, BIT, 41, 71n85) gave a generalized successive over-relaxation method for the augmented systems. In this paper, the connection between the SOR-like method and the preconditioned conjugate gradient (PCG) method for the augmented systems is investigated. It is shown that the PCG method is at least as accurate (fast) as the SOR-like method. Numerical examples demonstrate that the PCG method is much faster than the SOR-like method.

Tie Zhang | Changjun Li | David J. Evans | Zheng Li

[1] G. Golub,et al. Inexact and preconditioned Uzawa algorithms for saddle point problems , 1994 .

[2] Changjun Li,et al. A generalized successive overrelaxation method for least squares problems , 1998 .

[3] H. Elman,et al. Iterative Methods for Problems in Computational Fluid Dynamics , 1998 .

[4] Changjun Li. Iterative methods for a class of large, sparse, nonsymmetric linear systems , 1989 .

[5] David J. Evans,et al. Optimum acceleration parameter for the GSOR method , 1999, Neural Parallel Sci. Comput..