A note on an SOR-like method for augmented systems |
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| Authors: | Li Changjun; Li Zheng; Evans David J; Zhang Tie |
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| Institution: |
1 Shenyang Institute of Automation, Chinese Academy of Sciences, Shenyang 110015, People's Republic of China and Department of Mathematics, Northeastern University, Shenyang 110006, People's Republic of China 2 School of Information Science & Engineering, Northeastern University, Shenyang 110006, People's Republic of China 3 Department of Computing, Nottingham Trent University, Norttingham NG1 4BU, UK 4 Department of Mathematics, Northeastern University, Shenyang 110006, People's Republic of China
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| Abstract: | Golub et al. (2001, BIT, 41, 71–85) gave a generalizedsuccessive over-relaxation method for the augmented systems.In this paper, the connection between the SOR-like method andthe preconditioned conjugate gradient (PCG) method for the augmentedsystems is investigated. It is shown that the PCG method isat least as accurate (fast) as the SOR-like method. Numericalexamples demonstrate that the PCG method is much faster thanthe SOR-like method. |
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| Keywords: | augmented systems least squares problems generalized successive overrelaxation method (GSOR) SOR-like method preconditioned conjugate gradient method |
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