Preconditioned Generalized Accelerated Overrelaxation Methods for Solving Certain Nonsingular Linear System

In this paper, we present preconditioned generalized
accelerated overrelaxation (GAOR) methods for solving certain
nonsingular linear system. We compare the spectral radii of the
iteration matrices of the preconditioned and the original methods. The
comparison results show that the preconditioned GAOR methods
converge faster than the GAOR method whenever the GAOR method
is convergent. Finally, we give two numerical examples to confirm our
theoretical results.