USSOR method for solving the indefinite least squares problem

Abstract

In this paper, we discuss the USSOR method for solving indefinite least squares problem. The convergence conditions and algorithm of the USSOR method for solving indefinite least squares problem are given out. Further, the optimal parameter and the corresponding optimal convergence factor of the USSOR method for solving indefinite least squares problem are derived. Finally, numerical examples show the efficiency of the obtained theoretical results.

Keywords:

• Indefinite least squares problem
• USSOR method
• convergence
• optimal parameter
• optimal convergence factor

2010 Mathematics Subject Classification:

• 65F10

Disclosure statement

No potential conflict of interest was reported by the author.

Additional information

Funding

This work is supported by the Fundamental Research Funds for the Central Universities [grant number JUSRP11950].