A modified SSOR iterative method for augmented systems
type: Item
instance of: scholarly article
title: A modified SSOR iterative method for augmented systems
zbMATH Open document ID: 1167.65016
author: Shi-Liang Wu
author: Ting-Zhu Huang
author: Xi-Le Zhao
published in: Journal of Computational and Applied Mathematics
publication date: 2009-05-28T00:00:00Z
review text: The authors propose the modified symmetric successive overrelaxation (MSSOR) method for solving the so called augmented systems. Such systems appear in many different applications of scientific computing: finite element approximation to solve Navier-Stokes equation, generalized least squares problems, constrained optimization, etc. The idea of the work is based on a result of \textit{M. T. Darvishi} and \textit{P. Hessari}, ''Symmetric Sor method for augmented systems'', Appl. Math. Comput. 183, No.~1, 409-415 (2006; Zbl 1111.65029)] on the solving of augmented systems by the symmetric successive overrelaxation (SOR) method. To determine the optimal iteration parameter of the method and the corresponding optimal convergence factor, the authors propose a different splitting of the coefficient matrix of the system. A convergence analysis is also given. The conclusion of the authors is that the SOR-like method is superior to the MSSOR method for solving augmented systems. Two numerical examples are performed to illustrate how the MSSOR method works and to compare the MSSOR method to SOR-like method.
reviewed by: Iulian Coroian
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 5559067
zbMATH Keywords: SOR like method
zbMATH Keywords: augmented systems
zbMATH Keywords: modified symmetric successive overrelaxation method
zbMATH Keywords: numerical examples
MaRDI profile type: Publication
full work available at URL: j.cam.2008.10.006
OpenAlex ID: W2060189894
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DOI: 10.1016/J.CAM.2008.10.006
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description: scientific article; zbMATH DE number 5559067