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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/7EA10DA9-15AC-4692-8061-976F8A1D9A9E | ||
| Year | 1988 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
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| Bibliographic Citation | Y. G. Saridakis, “An algorithmic approach for the analysis of extrapolated iterative schemes applied to least – squares problems,” J. of Comp. Appl. ,vol.21,no.1-2, pp. 209-225, Math.,1988. doi:10.1016/0377-0427(88)90354-8 https://doi.org/10.1016/0377-0427(88)90354-8 | ||
| Appears in Collections |
The problem of determining the optimal values of extrapolated iterative schemes, as they apply to the solution of large-scale least-squares problems, is addressed here. Based on algebraic and geometric eigenvalue properties of the Accelerated Gauss—Seidel (AGS), we devise a simple algorithmic procedure, which successfully yields the optimal values of the Extrapolated AGS (EAGS). Comparisons with the optimal SOR scheme reveal that the two optimal schemes strongly compete. Numerical examples are used to demonstrate our results.
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