A note on an SOR-like method for augmented systems
نویسنده
چکیده
Golub et al. (2001, BIT, 41, 71–85) gave a generalized successive over-relaxation method for the augmented systems. In this paper, the connection between the SOR-like method and the preconditioned conjugate gradient (PCG) method for the augmented systems is investigated. It is shown that the PCG method is at least as accurate (fast) as the SOR-like method. Numerical examples demonstrate that the PCG method is much faster than the SOR-like method.
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