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NEW PRECONDITIONED GAOR METHODS FOR BLOCK LINEAR SYSTEM ARISING FROM WEIGHTED LINEAR LEAST SQUARES PROBLEMS
Shuxin Miao,Li Wang,Guangbin Wang
Keywords:Preconditioner, GAOR method, preconditioned GAOR method, weighted linear least squares problem, comparison theorem
Abstract:
      In this paper, new preconditioned GAOR methods are proposed for solving a class of 2*2 block structure linear systems arising from the weighted linear least-squares problems. Comparison theorems are derived. Comparison results show that the convergence rates of the new preconditioned GAOR methods are better than those of the preconditioned GAOR methods in the previous literatures whenever these methods are convergent. A numerical example is given to con rm our theoretical results.