Optimal parameters of GSOR-like methods for solving the augmented linear systems (Q2378906)

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Optimal parameters of GSOR-like methods for solving the augmented linear systems
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    Optimal parameters of GSOR-like methods for solving the augmented linear systems (English)
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    14 January 2009
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    The authors consider augmented linear systems of the form \(Ax + By = b\), \(B^T x = q\), with \(A: m \times m\) symmetric and positive definite and \(B: m \times n\) with full column rank (\(m \geq n\)). They propose a new generalized (GSOR)-like method for its solution and also analyse the convergence region of the relaxation parameter.
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    augmented systems
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    convergence
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    optimal parameter
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    generalized (GSOR)-like method
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