The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case (Q1583725): Difference between revisions

The Ostrowski-Reich theorem gives the necessary und sufficient condition for convergence of the successive overrelaxation (SOR) method for Hermitian and positive definite matrices. \textit{J. M. Ortega} and \textit{P. J. Plemmons} [ibid. 28, 177-191 (1979; Zbl 0416.65024)] have generalized the theorem to non-Hermitian matrices. For a general nonsingular matrix, they have given necessary and sufficient conditions of convergence of splitting methods, and have studied the convergence of the SOR method. This note is a generalization of the Ortega and Plemmons theorems to singular matrices. Some necessary and sufficient conditions of semi-convergence for singular matrices are given.