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An improved symmetric SOR iterative method for augmented systems

DOI: 10.5556/j.tkjm.43.2012.479-490

Keywords: augmented system , symmetric positive denite , SOR-like , MSSOR , improved SSOR

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Abstract:

In this paper, the improved symmetric SOR (ISSOR) iterative method is introduced to solve augmented systems. Convergence properties of the proposed method are studied. Some numerical experiments of the ISSOR method are given to compare with that of the well-known SOR-like and MSSOR methods.

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