Abstract
In this paper, the connection between the generalized successive over relaxation (GSOR) method and the preconditioned conjugate gradient (PCG) method for the normal equations is investigated. It is shown that the PCG method is at least as fast as the GSOR method. Numerical examples demonstrates that the PCG method is much faster than the GSOR method. †Email: yuxiaoyun@21cn.com ‡Email: zhangruying@yahoo.com
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