Abstract
This paper describes a technique for constructing block SOR methods for the solution of the large and sparse indefinite least squares problem which involves minimizing a certain type of indefinite quadratic form. Two block SOR-based algorithms and convergence results are presented. The optimum parameters for the methods are also given. It has been shown both theoretically and numerically that the optimum block SOR methods have a faster convergence than block Jacobi and Gauss–Seidel methods.
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Acknowledgments
The author would like to thank the anonymous referees for their valuable comments, which greatly improved the exposition of the paper.
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This work was partially supported by the National Natural Science Foundation of China under grant no. 11001167 and the Key Program of Shanghai Municipal Education Commission under grant no. 12ZZ084.
The research was also supported by a grant of The First-class Discipline of Universities in Shanghai.
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Liu, Q., Liu, A. Block SOR methods for the solution of indefinite least squares problems. Calcolo 51, 367–379 (2014). https://doi.org/10.1007/s10092-013-0090-8
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DOI: https://doi.org/10.1007/s10092-013-0090-8