An algorithmic approach for the analysis of extrapolated iterative schemes applied to least-squares problems (Q1112558)

This paper completes and further extends the joint work of the author with \textit{E. P. Papadopoulou} and \textit{T. S. Papatheodorou} [SIAM J. Numer. Anal. (to appear)] concerning extrapolation(E) and acceleration(A) of iterative methods for the solution of large-scale least-squares problems. As iterative schemes the SOR and Gauss-Seidel-method (GS) are considered. Explicit expressions for the optimal extrapolation factor of the 3-block EAGS-method are derived. It becomes apparent, that the optimal EAGS converges always faster than the 3-block SOR while strongly competes with the 2-block SOR-method.