We present a class of asymptotically optimal successive overrelaxation methods for solving the large sparse system of linear equations. Numerical computations show that these new methods are more efficient and robust ...We present a class of asymptotically optimal successive overrelaxation methods for solving the large sparse system of linear equations. Numerical computations show that these new methods are more efficient and robust than the classical successive overrelaxation method.展开更多
The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional ...The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.展开更多
基金Subsidized by the Special Funds For Major State Basic Research Project G1999032803.
文摘We present a class of asymptotically optimal successive overrelaxation methods for solving the large sparse system of linear equations. Numerical computations show that these new methods are more efficient and robust than the classical successive overrelaxation method.
基金supported by the National Natural Science Foundation of China(No.10771031)the Fundamental Research Funds for Central Universities(No.090405013)
文摘The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.
