Applied Mathematics and Mechanics (English Edition) ›› 2014, Vol. 35 ›› Issue (4): 503-514.doi: https://doi.org/10.1007/s10483-014-1808-8

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Modified iterative method for augmented system

邵新慧 季翠 沈海龙 李长军   

  1. Department of Mathematics, Northeastern University, Shenyang 110004, P.R. China
  • 收稿日期:2013-04-15 修回日期:2013-05-15 出版日期:2014-04-09 发布日期:2014-04-01
  • 通讯作者: Hai-long SHEN, Ph. D. E-mail:hailong shen@126.com

Modified iterative method for augmented system

 SHAO Xin-Hui, JI Cui, SHEN Hai-Long, LI Chang-Jun   

  1. Department of Mathematics, Northeastern University, Shenyang 110004, P.R. China
  • Received:2013-04-15 Revised:2013-05-15 Online:2014-04-09 Published:2014-04-01
  • Contact: Hai-long SHEN, Ph. D. E-mail:hailong shen@126.com

摘要: The successive overrelaxation-like (SOR-like) method with the real parameters ω is considered for solving the augmented system. The new method is called the modified SOR-like (MSOR-like) method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like (Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel & Scientific Computations, 7(4), 453–462 (1999)) and the modified symmetric SOR-like (MSSOR-like) methods (Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228(4), 424–433 (2009)).

关键词: quantification analysis, smallest interval-set/hyper-rectangle, uncertain structural response, most favorable response, least favorable response, successive overrelaxation-like (SOR-like) method, modified SOR-like (MSORlike) method, augmented system, iterative method

Abstract: The successive overrelaxation-like (SOR-like) method with the real parameters ω is considered for solving the augmented system. The new method is called the modified SOR-like (MSOR-like) method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like (Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel & Scientific Computations, 7(4), 453–462 (1999)) and the modified symmetric SOR-like (MSSOR-like) methods (Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228(4), 424–433 (2009)).

Key words: quantification analysis, smallest interval-set/hyper-rectangle, uncertain structural response, most favorable response, least favorable response, successive overrelaxation-like (SOR-like) method, modified SOR-like (MSORlike) method, augmented system, iterative method

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