Modified generalised successive over-relaxation method for augmented linear systems

Shengkun Li, Ting-Zhu Huang, Li-Tao Zhang

Abstract


We introduce here a modified generalised successive over-relaxation (MGSOR) method to solve augmented linear systems. We prove that the MGSOR method converges to the unique solution of the linear system for a loose restriction on three parameters. Finally, a numerical example illustrates the effectiveness of the MGSOR iteration method which outperforms the modified SOR-like method and the generalised successive over-relaxation method.

References
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Keywords


SOR-like method; GSOR method; MGSOR method; augmented linear system; iterative method

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DOI: http://dx.doi.org/10.21914/anziamj.v51i0.1551



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