A class of self-concordant functions on Riemannian manifolds.
In this paper, we present a new iterative method for solving a linear system, whose coefficient matrix is an -matrix. This method includes four parameters that are obtained by the accelerated overrelaxation (AOR) splitting and using the Taylor approximation. First, under some standard assumptions, we establish the convergence properties of the new method. Then, by minimizing the Frobenius norm of the iteration matrix, we find the optimal parameters. Meanwhile, numerical results on test examples...