The generalized successive overrelaxation （GSOR） method was presented and studied by Bai, Parlett and Wang [Numer. Math. 102（2005）, pp.1-38] for solving the augmented system of linear equations, and the optimal it...The generalized successive overrelaxation （GSOR） method was presented and studied by Bai, Parlett and Wang [Numer. Math. 102（2005）, pp.1-38] for solving the augmented system of linear equations, and the optimal iteration parameters and the corresponding optimal convergence factor were exactly obtained. In this paper, we further estimate the contraction and the semi-contraction factors of the GSOR method. The motivation of the study is that the convergence speed of an iteration method is actually decided by the contraction factor but not by the spectral radius in finite-step iteration computations. For the nonsingular augmented linear system, under some restrictions we obtain the contraction domain of the parameters involved, which guarantees that the contraction factor of the GSOR method is less than one. For the singular but consistent augmented linear system, we also obtain the semi-contraction domain of the parameters in a similar fashion. Finally, we use two numerical examples to verify the theoretical results and the effectiveness of the GSOR method.展开更多
基金supported by State Key Laboratory of Scientific/Engineering Computing,Chinese Academy of SciencesThe National Key Basic Research Program of China (973 program) under Grant 2005CB321701+2 种基金The National Natural Science Foundation (No. 10771168)The Natural Science and Technology Development Plan Research Project of Shaanxi Province (No. 2008K01-33)The Special Plan Research Project of Shaanxi Education Department (No. 09JK716),P.R.China
文摘The generalized successive overrelaxation （GSOR） method was presented and studied by Bai, Parlett and Wang [Numer. Math. 102（2005）, pp.1-38] for solving the augmented system of linear equations, and the optimal iteration parameters and the corresponding optimal convergence factor were exactly obtained. In this paper, we further estimate the contraction and the semi-contraction factors of the GSOR method. The motivation of the study is that the convergence speed of an iteration method is actually decided by the contraction factor but not by the spectral radius in finite-step iteration computations. For the nonsingular augmented linear system, under some restrictions we obtain the contraction domain of the parameters involved, which guarantees that the contraction factor of the GSOR method is less than one. For the singular but consistent augmented linear system, we also obtain the semi-contraction domain of the parameters in a similar fashion. Finally, we use two numerical examples to verify the theoretical results and the effectiveness of the GSOR method.
