Convergence of the GAOR method for one subclass of \(H\)-matrix (Q474775)

Summary: We discuss the convergence of the GAOR method to solve linear system which occurred in solving the weighted linear least squares problem. Moreover, we present one convergence theorem of the GAOR method when the coefficient matrix is a strictly doubly \(\alpha \) diagonally dominant matrix which is a nonsingular \(H\)-matrix. Finally, we show that our results are better than previous ones by using four numerical examples.