Another step toward an optimal two-parameter SOR method

MaRDI QIDQ1011837zbMATH OpenFDO

Authors Saadat Moussavi

Publication date 14 April 2009

Published in Missouri Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

convergencesuccessive overrelaxation (SOR) methodtwo-parameter version

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The author deals with the successive overrelaxation (SOR) method, which is a well-known iterative method for solving linear systems. The paper refers to a two-parameter version of this method, which was already proved to be not superior to the standard version for cyclic and positive-definite matrices. This paper generalizes such result. Moreover a range value of the second parameter is provided, for which the two-parameter method has faster convergence than the standard SOR method. It is interesting that such range is proved on the basis of geometrical arguments, when the eigenvalues of the SOR method are restricted to a certain configuration in the complex plane.

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• Note on stationary iterative methods by SVD
• Geometric interpretation of several classical iterative methods for linear system of equations and diverse relaxation parameter of the SOR method
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