On the equivalence of the k-step iterative Euler methods and successive overrelaxation (SOR) methods for k-cyclic matrices (Q1112551)

The authors establish the relationship \(\omega^ kT^ k{\mathcal L}_{\omega}^{k-1}=[{\mathcal L}_{\omega}+(\omega +1)I]^ k\) connecting the successive overrelaxation (SOR) matrix \({\mathcal L}_{\omega}\) and the Jacobi matrix T associated with a linear system \(x=Tx+c\), where T is weakly cyclic of index k. Based on this result, they derive an equivalence between the k-cyclic SOR method and a certain stationary k- step iterative method [cf. \textit{W. Niethammer} and \textit{R. S. Varga}, Numer. Math. 41, 177-206 (1983; Zbl 0487.65018)]. By applying the theory of these stationary k-step methods, old and new results on the k-cyclic SOR method are shown, e.g., the optimal relaxation factor and the region of convergence are determined.