首页 | 本学科首页   官方微博 | 高级检索  
     


A note on an SOR-like method for augmented systems
Authors:Li, Changjun   Li, Zheng   Evans, David J.   Zhang, Tie
Affiliation: 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
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.
Keywords:augmented systems   least squares problems   generalized successive overrelaxation method (GSOR)   SOR-like method   preconditioned conjugate gradient method
本文献已被 Oxford 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号