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GSOR方法最优迭代参数的简化推导(英文)

Brief derivation for optimal iteration parameters in GSOR method
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摘要 对于增广线性系统,Bai等研究了广义SOR方法(Bai Z Z,Parlett B,Wang Z Q.On generaliged successive overrelaxation methods for augmented linear systems.NumerischeMathematik,2005,102(1):1-38),并得到其最优迭代参数.给出了另外一种推导最优迭代参数的简化方法,这种方法对于求解其他参数加速定常迭代方法的最优迭代参数非常有意义. For augmented linear systems, Bai, et al. studied the generalized SOR method (Bai Z Z, Parlett B, Wang Z Q. methods for augmented linear systems. 1-38) and obtained the optimal iteration optimal iteration parameters is given in On generalized successive overrelaxation Numerische Mathematik, 2005, 102(1): parameters. Another short proof for the this paper, which will be very useful for investigating the optimal iteration parameters of other stationary iteration methods with parameter acceleration.
出处 《应用数学与计算数学学报》 2014年第2期134-139,共6页 Communication on Applied Mathematics and Computation
基金 Project supported by the National Natural Science Foundation of China(61002039) the Natural Science Foundation of Zhejiang Province of China(Y1110451)
关键词 最优参数 广义SOR方法 增广线性系统 迭代方法 optimal parameter generalized SOR method augmented linear systems iterative method
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参考文献2

  • 1Bai Z Z,Parlett B,Wang Z Q.On generalized successive overrelaxation methods for augmented linear systems[J].Numerische Mathematik,2005,102(1):1-38.
  • 2Chao Z,Zhang N M,Lu Y Z.Optimal parameters of the generalized symmetric SOR method for augmented systems[J].Journal of Computational and Applied Mathematics,2014,266:52-60.

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