A necessary condition for the convergence of the accelerated overrelaxation (AOR) method (Q1122937)
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English | A necessary condition for the convergence of the accelerated overrelaxation (AOR) method |
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A necessary condition for the convergence of the accelerated overrelaxation (AOR) method (English)
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1989
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In the application of the AOR method to the system \(Ax=b\) appears the matrix \(L_{r,\omega}=I-\omega (I-rL)^{-1}A,\) (L strictly lower triangular part of A; r,\(\omega\) real parameters). The author obtains, for \(r\neq 0\), the necessary condition of convergence: \(| \omega (1- r)| <| \omega -r| +| r|,\) using the relationship between the eigenvalues of \(L_{r,\omega}\) and of \(L_{r,r}=L_ r(=SOR\) matrix). Two equivalent statements are stated. For \(r=0\) the condition is \(0<\omega <2\).
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accelerated overrelaxation
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AOR method
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convergence
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