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An improved symmetric SOR iterative method for augmented systems | Khojasteh Salkuyeh | Tamkang Journal of Mathematics

An improved symmetric SOR iterative method for augmented systems

Davod Khojasteh Salkuyeh, Somayyeh Shamsi, Amir Sadeghi

Abstract


In this paper, the improved symmetric SOR (ISSOR) iterative method is introduced to solve augmented systems. Convergence properties of the proposed method are studied. Some numerical experiments of the ISSOR method are given to compare with that of the well-known SOR-like and MSSOR methods.

Keywords


augmented system, symmetric positive denite, SOR-like, MSSOR, improved SSOR

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References


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DOI: http://dx.doi.org/10.5556/j.tkjm.43.2012.479-490

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