Accelerate overrelaxation methods for rank deficient linear systems
Accelerated overrelaxation methods are applied to find the least squares solution of minimal norm to linear systems of algebraic equations. The system is first augmented to a block \(4\times 4\) consistent system and then the augmented coefficient matrix is splitted. Intervals are given for the two relaxation parameters where the iteration matrix is semiconvergent, and a method is introduced to compute the least square solution with minimal norm.
scientific article; zbMATH DE number 1978098
scientific article