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Block AOR iterative schemes for large scale least squares problems

Saridakis Ioannis, Papatheodorou, Théodore, Papadopoúlou, Elénē

Πλήρης Εγγραφή


URI: http://purl.tuc.gr/dl/dias/4679F90E-B50B-4EBD-A8D9-311D4C8B42BC
Έτος 1989
Τύπος Δημοσίευση σε Περιοδικό με Κριτές
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Λεπτομέρειες
Βιβλιογραφική Αναφορά E. Papadopoulou, T. S. Papatheodorou, Y. G. Saridakis, “Block AOR iterative schemes for large scale least squares problems”, SIAM J. of Numerical Anal.,vol. 26,no.3 , pp 637-660, 1989.doi:10.1137/0726038 https://doi.org/10.1137/0726038
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Περίληψη

The problem of accelerating the convergence rate of iterative schemes, as they apply to the solution of large-scale least-squares problems by means of different splittings, is addressed here. New convergence results, together with explicit expressions for the optimal factors and their corresponding spectral radii, are derived for certain schemes from the block Accelerated Overrelaxation (AOR) family. It is shown that, for a class of least-squares problems, the proposed optimal block iterative scheme converges unconditionally and asymptotically faster than the optimal block Successive Overrelaxation (SOR) method, while in all other cases the two schemes are competitive. Numerical examples are used to illustrate our results.

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