Modified iterative method for augmented system  

作　　者：邵新慧 季翠 沈海龙 李长军 

机构地区：[1]Department of Mathematics, Northeastern University

出　　处：《Applied Mathematics and Mechanics(English Edition)》2014年第4期503-514,共12页应用数学和力学（英文版）

基　　金：supported by the National Natural Science Foundation of China(No.10771031);the Fundamental Research Funds for Central Universities(No.090405013)

摘　　要：The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.

关 键 词：successive overrelaxation-like （SOR-like） method modified SOR-like （MSOR-like） method augmented system iterative method 

分 类 号：O241.6[理学—计算数学] TP271[理学—数学]