Convergence of a generalized MSSOR method for augmented systems (Q2428103): Difference between revisions

The authors establish a generalized modified symmetric successive overrelaxation (GMSSOR) method for augmented systems of the form \([A ~B ; B^T ~0]\), where \(A\) is a symmetric and positive definite \(m \times m\) matrix and \(B: m \times n\) is a matrix with full column rank, and analyze convergence of the corresponding method. Their GMSSOR method with appropriate relaxation parameters has faster convergence rate than the MSSOR method.