The convergence of the two-block SAOR method for least-squares problems (Q1208538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence of the two-block SAOR method for least-squares problems |
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The convergence of the two-block SAOR method for least-squares problems (English)
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16 May 1993
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The two-block symmetric accelerated overrelaxation (SAOR) method is applied to a least-squares problem with an \(m\times n\) matrix \(A(m>n)\) of full column rank. A convergence analysis is given and the optimal relaxation and extrapolation parameters are derived in closed form.
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iterative methods
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SAOR method
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symmetric accelerated overrelaxation method
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least-squares problem
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convergence
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optimal relaxation and extrapolation parameters
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