Modified generalised successive over-relaxation method for augmented linear systems

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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