A comparison theorem for the SOR iterative method

DOI10.1016/J.CAM.2004.12.007MaRDI QIDQ557697zbMATH OpenOpenAlexFDO

Authors Liying Sun

Publication date 30 June 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.12.007

zbMATH Keywords

Gauss-Seidel methodM-matrixregular splittingSOR iterative methodsuccessive overrelaxation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

This paper is concerned with solving a linear system \(Ax=b\), where \(A\) is a non-singular \(M\)-matrix, by the Gauss-Seidel method using a preconditioner of the form \(P=I+S\), where \(S\) is composed of the (scaled) subdiagonal entries of \(A\). It is shown that the spectral radius of the resulting iteration matrix is smaller than the one corresponding to the successive overrelaxation (SOR) method, provided that the relaxation parameter \(\omega\) satisfies \(0 < \omega \leq 1\).

Recommendations

• Comparison results on the preconditioned mixed-type splitting iterative method for M-matrix linear systems
• Comparison results on preconditioned SOR-type iterative method for \(Z\)-matrices linear systems
• Preconditioned AOR iterative methods for \(M\)-matrices
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• Further results on the preconditioned sor method

Cites work

• Comparisons of weak regular splittings and multisplitting methods
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• Improving the modified Gauss-Seidel method for Z-matrices
• Modified Gauss-Seidel type methods and Jacobi type methods for Z-matrices
• Modified iterative methods for consistent linear systems

Cited in

(13)

• The Gauss-Seidel iterative method with the preconditioning matrix (I+S+S_m)
• On the preconditioned AOR iterative method for Z-matrices
• Comparison theorems for the IMGS iterative method with preconditioner
• The D1/2-norm of the SOR and Cyclic Chebyshev Semi-Iterative (CCSI) methods for a class of non-symmetric matrices
• Comparison results on the preconditioned mixed-type splitting iterative method for M-matrix linear systems
• Fourier Analysis of the SOR Iteration
• Préconditionnement S.S.O.R.: Optimisation du conditionnement obtenu en fonction du parametre de relaxation
• Main convergence theorems for the improved sor method with orderings
• Comparison Theorems for Iterative Methods Based on Strong Splittings
• A refinement of the KSOR iterative method
• A new version of KSOR method with lower number of iterations and lower spectral radius
• A note on the improving modified Gauss-Seidel (IMGS) method
• Comment on `A comparison theorem of the SOR iterative method'

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