Abstract
It is commonly known that Generalized Conjugate Residual(GCR) method with the variable preconditioning using Successive Over-Relaxation(SOR) method is an efficient iterative method for solving large and sparse linear systems. In the present paper, we consider using of Accelerated Over-Relaxation (AOR) method instead of SOR method as a variable preconditioning. Since AOR method is a natural extension of SOR method, our approach includes the previous one. It is experimentally shown by reducing the computational cost of AOR method that the present method can be very promising.
