A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems (Q500363)

This paper analyzes convergence of two preconditioned iterative overrelaxation-based methods, particularly GMESOR and GMPSD, for solving augmented linear algebraic systems. Under some moderate assumptions, it derives several sufficient conditions on the relaxation parameter ensuring convergence of the considered methods. Optimum parameters are also determined. It is proved that for the optimum parameters both methods achieve the same convergence rate determined by the spectral radii of the matrix of the corresponding iterative schemes.