An error bound for the MAOR method

DOI10.1016/S0898-1221(03)00152-4MaRDI QIDQ1827261zbMATH OpenOpenAlexFDO

Authors Ting-Zhu Huang, Fu-Ti Liu

Publication date 6 August 2004

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(03)00152-4

zbMATH Keywords

error boundlinear systemsmodified accelerated overrelaxation method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The modified accelerated overrelaxation (MAOR) method for the iterative solution of \(Ax=b\) with \(A\) symmetric positive definite and consistently ordered depends on three parameters \(\omega_1,\omega_2,\gamma\). In this paper, a bound is given for \(\epsilon_k=x-x^k\) in terms of these three parameters, and on \(\| \delta_k\| \), \(\| \delta_{k+1}\| \), and \(\delta_k^T\delta_{k+1}\) where \(\delta_j = x^j-x^{j-1}\), \(j=k,k+1\). As special cases, classical results are found for the AOR method studied by \textit{Y. Z. Song} [BIT 39, No.~2, 373--383 (1999; Zbl 0961.65030)] and the SOR by \textit{T. R. Hatcher} [SIAM J. Numer. Anal. 19, 930--941 (1982; Zbl 0499.65020)].

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Cites work

• A note on an error bound for the AOR method
• An Error Bound for Certain Successive Overrelaxation Schemes
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)
• On the convergence of the MAOR method
• On the convergence of the modified accelerated overrelaxation (MAOR) method

Cited in

(4)

• A note on an error bound for the AOR method
• A note on the convergence of the MAOR method
• Some improvements on the convergence of the interval maor method
• Error estimate of AOR iterative method

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