On product-type generalized block AOR method for augmented linear systems

Fang Chen, Ning Gao, Yao Lin Jiang · Numerical Algebra Control and Optimization · 2012

The generalized inexact accelerated overrelaxation ( GIAOR) method was presented by Bai, Parlett and Wang (Numer. Math. 102(2005)1-38) for solving the augmented system of linear equations. In this paper, a product-type generalized block AOR ( PGBAOR ) method is proposed, which is a two-step generalization of the GIAOR method. Both convergence and semi-convergence of the PGBAOR method are proved for the nonsingular and the singular augmented linear systems.

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