THE GENERALIZED SOR-LIKE METHOD FOR THE AUGMENTED SYSTEMS

Abstract. In a recent paper, Golub, Wu and Yuan gave a generalized succes-sive over-relaxation (SOR-like) method for augmented systems. In this paper, first we gave another one which had two parameters. Second, we analyzed the characteristic of eigenvalues of the iteration matrix of this generalized SOR-Like method. Finally, we gave the convergence theorem of the new iterative method by giving the restrictions imposed on the parameter