A Preconditioner for the SOR-like Method for the Augmented Systems
DavodKhojasteh Salkuyeh and Somayyeh Shamsi* Author for corresponding; e-mail address: khojasteh@guilan.ac.ir; salkyeh@gmail.com and shams.math81@yahoo.com
Volume: Vol.39 No.2 (APRIL 2012)
Research Article
DOI:
Received: 10 November 2009, Revised: -, Accepted: 2 September 2011, Published: -
Citation: Salkuyeh D. and Shamsi S., A Preconditioner for the SOR-like Method for the Augmented Systems, Chiang Mai Journal of Science, 2012; 39(2): 191-199.
Abstract
Golub et al. [Golub G.H., Wu X. and Yuan J.Y., SOR-like methods for augmented systems, BIT, 2001; 41: 71-85] have presented the SOR-like algorithm to solve augmented systems. In this note, we propose a simple but effective preconditioner for the SOR-like method. Some numerical results are to show efficiency of the proposed preconditioned SOR-like method.