On a nonstationary modification of an iterative method


Dragoslav Herceg, Nataša Krejić




The numerical solution of the system of linear equations $Ax=b$, in the sense $\min_x\|Ax-b\|$, where the matrix $A$ can be even rectangular is considered. By introducing some parameters or continuous function the Method of Optimal Basic Descent is accelerated. Sufficient convergence conditions for the modified method are given. Numerical examples confirm the eficiency of the proposed algorithm.