Convergence of a generalized USOR iterative method for augmented systems

MaRDI QIDQ460117zbMATH OpenFDO

Authors Yu-Qin Bai, Ting-Zhu Huang, Miaomiao Yu

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10)

Review text

Summary: \textit{J. Zhang} and \textit{J. Shang} [Appl. Math. Comput. 216, No. 7, 2163--2168 (2010; Zbl 1207.65036)] have presented the Uzawa-SOR (USOR) algorithm to solve augmented systems. In this paper, we establish a generalized Uzawa-SOR (GUSOR) method for solving augmented systems, which is the extension of the USOR method. We prove the convergence of the proposed method under suitable restrictions on the iteration parameters. Lastly, numerical experiments are carried out and experimental results show that our proposed method with appropriate parameters has faster convergence rate than the USOR method.

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• On the minimum convergence factor of a class of GSOR-like methods for augmented systems

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