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Block AOR iterative schemes for large scale least squares problems

Saridakis Ioannis, Papatheodorou, Théodore, Papadopoúlou, Elénē

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URIhttp://purl.tuc.gr/dl/dias/4679F90E-B50B-4EBD-A8D9-311D4C8B42BC-
Identifierhttps://doi.org/10.1137/0726038-
Languageen-
Extent23 pagesen
TitleBlock AOR iterative schemes for large scale least squares problemsen
CreatorSaridakis Ioannisen
CreatorΣαριδακης Ιωαννηςel
CreatorPapatheodorou, Théodoreen
CreatorPapadopoúlou, Elénēen
PublisherSociety for Industrial and Applied Mathematicsen
Content SummaryThe 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. en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-16-
Date of Publication1989-
SubjectGreek mathematicsen
Subjectmathematics greeken
Subjectgreek mathematicsen
SubjectSquares problemsen
Bibliographic CitationE. 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:10.1137/0726038en

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