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Preconditioned accelerated generalized successive overrelaxation method for solving complex symmetric linear systems
Authors:Zheng-Ge Huang  Li-Gong Wang  Zhong Xu  Jing-Jing Cui
Abstract:In this paper, by adopting the preconditioned technique for the accelerated generalized successive overrelaxation method (AGSOR) proposed by Edalatpour et al. (2015), we establish the preconditioned AGSOR (PAGSOR) iteration method for solving a class of complex symmetric linear systems. The convergence conditions, optimal iteration parameters and corresponding optimal convergence factor of the PAGSOR iteration method are determined. Besides, we prove that the spectral radius of the PAGSOR iteration method is smaller than that of the AGSOR one under proper restrictions, and its optimal convergence factor is smaller than that of the preconditioned symmetric block triangular splitting (PSBTS) one put forward by Zhang et al. (2018) recently. The spectral properties of the preconditioned PAGSOR matrix are also proposed. Numerical experiments illustrate the correctness of the theories and the effectiveness of the proposed iteration method and the preconditioner for the generalized minimal residual (GMRES) method.
Keywords:Complex symmetric linear systems  Preconditioned accelerated generalized successive overrelaxation method  Convergence properties  Optimal parameters  Optimal convergence factor
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