A modified ASOR-like method for augmented linear systems

Abstract

For solving an augmented linear system, Njeru and Guo presented an accelerated SOR-like (ASOR) method in (P. N. Njeru and X.-P. Guo. Accelerated SOR-like method for augmented linear systems, BIT Numerical Mathematics. 56, 557–571 2016). By further accelerating the ASOR method, we introduce another parameter and propose a modified ASOR method. We first characterize properties about eigenpairs of the iteration matrix, then discuss the convergence of the modified ASOR method. Numerical experiments are given to show the effectiveness of the modified ASOR method.