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Generalized AOR method for the augmented system
Authors:
Changjun Li ab;
Zheng Li bc;
Y. Y. Nie a;
David J. Evans d
| Affiliations: | a Shenyang Institute of Automation, Chinese Academy of Science, Shenyang, China |
| b Department of Mathematics, Northeastern University, Shenyang, China | |
| c College of Information Science and Engineering, Northeastern University, Shenyang, China | |
| d Department of Computing and Mathematics, Nottingham Trent University, Nottingham, UK |
DOI:
10.1080/00207160410001661663
Publication Frequency:
12 issues per year
Published in:
International Journal of Computer Mathematics,
Volume
81,
Issue
4
April
2004
, pages 495
- 504
International Journal of Computer Mathematics,
Volume
81,
Issue
4
April
2004
, pages 495
- 504
Subjects:
Analysis - Mathematics;
Bioinformatics;
Computer Mathematics;
Discrete Mathematics;
Mathematical Finance;
Mathematical Logic;
Mathematical Numerical Analysis;
Systems & Computer Architecture;
Number of References: 11
Formats available:
PDF
(English)
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Abstract
In this article, the accelerated over-relaxation (AOR) method is generalized for solving the saddle point problem or the augmented system. The successive over-relaxation (SOR)-like method is the special case of the generalized AOR (GAOR) method. The connection between the parameters and the eigenvalues of the iteration matrix of the GAOR method is given. Therefore, a necessary and sufficient condition for the convergence of the GAOR method is derived. Numerical examples are also given to show that the GAOR method is better than the SOR-like method in certain cases.
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| Keywords: AOR method; SOR-like method; GAOR method; Saddle point problem; Augmented system; Iterative method; Optimum parameter |
| view references (11) |
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