Comparison Results on Preconditioned GAOR Methods for Weighted Linear Least Squares Problems

We present preconditioned generalized accelerated overrelaxation methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converg...

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Bibliographic Details
Main Authors: Guangbin Wang, Yanli Du, Fuping Tan
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/563586
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Summary:We present preconditioned generalized accelerated overrelaxation methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give a numerical example to confirm our theoretical results.
ISSN:1110-757X
1687-0042