Block SOR methods for the solution of indefinite least squares problems

被引：23

作者：

Liu, Qiaohua ^{[1
]}

Liu, Aijing ^{[2
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

[2] Qufu Normal Univ, Sch Math Sci, Qufu 273165, Shandong, Peoples R China

来源：

CALCOLO | 2014年 / 51卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Indefinite least squares problems; Block SOR methods; Convergence; Optimal parameter; SUCCESSIVE OVERRELAXATION METHODS;

D O I：

10.1007/s10092-013-0090-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper describes a technique for constructing block SOR methods for the solution of the large and sparse indefinite least squares problem which involves minimizing a certain type of indefinite quadratic form. Two block SOR-based algorithms and convergence results are presented. The optimum parameters for the methods are also given. It has been shown both theoretically and numerically that the optimum block SOR methods have a faster convergence than block Jacobi and Gauss-Seidel methods.

引用

页码：367 / 379

页数：13

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