Accelerated generalized SOR method for a class of complex systems of linear equations

Vahid Edalatpour; Davod Hezari; Davod Khojasteh Salkuyeh

Vol. 20 No. 1 (2015)

Regular Articles

Accelerated generalized SOR method for a class of complex systems of linear equations

Published 2015-02-17

Vahid Edalatpour
Davod Hezari
Davod Khojasteh Salkuyeh

Vahid Edalatpour
Univeristy of Guilan, Rasht, Iran

Davod Hezari
Univerity of Guilan, Rasht, Iran

Davod Khojasteh Salkuyeh
University of Guilan, Rasht, Iran

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Abstract

For solving a broad class of complex symmetric linear systems, recently Salkuyeh et al. recast the system in a real formulation and studied a generalized successive overrelaxation (GSOR) iterative method. In this paper, we introduce an accelerated GSOR (AGSOR) iterative method which involves two iteration parameters. Then, we theoretically study its convergence properties and determine its optimal iteration parameters and corresponding optimal convergence factor. Finally, some numerical computations are presented to validate the theoretical results and compare the performance of the AGSOR method with those of the GSOR and MHSS methods.

Keywords

Complex linear systems, Symmetric positive definite, Optimal parameters, Generalized SOR method, Accelerated GSOR method, MHSS.

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