Abstract
In this paper, we propose some new preconditioned GAOR methods for solving weighted linear least squares problems and discuss their comparison results. Comparison results show that the convergence rates of the new preconditioned GAOR methods are better than those of the preconditioned GAOR methods presented by Shen et al. (Appl Math Mech Engl Ed 33(3):375–384, 2012) and Wang et al. (J Appl Math, doi:10.1155/2012/563586, 2012) whenever these methods are convergent. Finally, numerical experiments are provided to confirm the theoretical results obtained in this paper.
Similar content being viewed by others
References
Berman A, Plemmoms RJ (1994) Nonnegative matrices in the mathematical sciences. SIAM, Philadelphia, PA
Darvishi MT, Hessari P (2006) On convergence of generalized AOR method for linear systems with diagonally dominant coefficient matrices. Appl Math Comput 176:128–133
Gunawardena A, Jain S, Snyder L (1991) Modified iterative methods for consistent linear systems. Linear Algebra Appl 154(156):123–143
Hadjidimos A (1978) Accelerated overrelaxation method. Math Comput 32:149–157
Li YT, Li CX, Wu SL (2007) Improvments of preconditioned AOR iterative methods for L-matrices. J Comput Appl Math 206:656–665
Milaszewicz JP (1987) Improving Jacobi and Gauss-Seidel iterations. Linear Algebra Appl 93:161–170
Najafi HS, Edalatpanah SA (2015) A new family of (I+ S)-type preconditioner with some applications. Comput Appl Math 34(3):917–931
Shen HL, Shao XH, Wang L, Zhang T (2012) Preconditioned iterative methods for solving weghted linear least squares problems. Appl Math Mech Engl Ed 33(3):375–384
Tian GX, Huang TZ, Cui SY (2008) Convergence of generalized AOR iterative method for linear systems with strictly diagonally dominant matrices. J Comput Appl Math 213:240–247
Varga RS (2000) Matrix Iterative Analysis. Springer, Berlin
Wang GB, Du YL, Tan FP (2012) Comparison results on preconditioned GAOR methods for weghted linear least squares problems, J Appl Math. doi:10.1155/2012/563586
Wang L (2006) On a class of row preconditioners for solving linear systems. Int J Comput Math 83:939–949
Wang GB, Wen H, Li LL, Li X (2011) Convergence of GAOR method for doubly diagonally dominant matrices. Appl Math Comput 217:7509–7514
Wang GB, Wang T, Tan FP (2013) Some results on preconditioned GAOR methods. Appl Math Comput 219:5811–5816
Wang L, Song YZ (2009) Preconditioned AOR iterative method for M-matrices. Int J Comput Math 226:114–124
Wu MJ, Wang L, Song YZ (2007) Preconditioned AOR iterative method for linear systems. Appl Numer math 57:672–685
Yuan JY (1996) Numerical methods for generalized least squares problem. J Comput Appl Math 66:571–584
Yuan JY, Jin XQ (1999) Convergence of the generalized AOR method. Appl Math Comput 99:35–46
Yun JH (2012) Comparison results on the preconditioned GAOR method for generalized least squares problems. Int J Comput Math 89:2094–2105
Zhao JX, Li CQ, Wang F, Li YT (2014) Some new preconditioned generalized AOR methods for generalized least-squares problems. Int J Comput Math 91:1370–1383
Zhou XX, Song YZ, Wang L, Liu QS (2009) Preconditioned GAOR methods for solving weghted linear least squares problems. J Comput Appl Math 224:242–249
Acknowledgments
This work is supported by the National Natural Science Foundations of China (No.11171273).
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Andreas Fischer.
Rights and permissions
About this article
Cite this article
Huang, ZG., Wang, LG., Xu, Z. et al. Some new preconditioned generalized AOR methods for solving weighted linear least squares problems. Comp. Appl. Math. 37, 415–438 (2018). https://doi.org/10.1007/s40314-016-0350-8
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s40314-016-0350-8