A modified SOR-like method for the augmented systems

Abstract

For the augmented system of linear equations, by considering a new splitting of the coefficient matrix, a modified SOR-like (MSOR-like) method is presented in this paper. The convergence of this method is discussed under suitable restrictions on iteration parameters, the optimal parameters and the corresponding optimal convergence factor are determined. Numerical examples are reported to confirm the efficiency of the proposed method. © 2014 Elsevier B.V. All rights reserved.