The relationship between the Jacobi and the successive overrelaxation (SOR) matrices of a k-cyclic matrix (Q1122936): Difference between revisions
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Revision as of 19:46, 19 March 2024
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English | The relationship between the Jacobi and the successive overrelaxation (SOR) matrices of a k-cyclic matrix |
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The relationship between the Jacobi and the successive overrelaxation (SOR) matrices of a k-cyclic matrix (English)
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1989
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In the SOR theory [cf. e.g. \textit{D. Young}, Iterative solution of large linear systems (1971; Zbl 0231.65034)] the relation \([\lambda +\omega - 1]^ k=\omega^ k\mu^ k\lambda^{k-1}\) between the eigenvalues of the Jacobi and the SOR matrix \(\mu\), \(\lambda\) and the relaxation parameter \(\omega\) play an important role. The authors show that for a certain subclass of consistently ordered matrices the same relation is true for the iteration matrices. This implies that the SOR method in this case is equivalent to a monoparametric k-step iterative method in the sense of \textit{W. Niethammer} and \textit{D. S. Varga} [Numer. Math. 41, 177- 206 (1983; Zbl 0487.65018)].
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successive overrelaxation
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Jacobi matrix
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SOR matrix
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relaxation parameter
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consistently ordered matrices
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iteration matrices
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k-step iterative method
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