The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case (Q1583725)
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| English | The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case |
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The Ostrowski-Reich theorem for SOR iterations: Extensions to the rank deficient case (English)
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11 January 2001
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The Ostrowski-Reich theorem gives the necessary und sufficient condition for convergence of the successive overrelaxation (SOR) method for Hermitian and positive definite matrices. \textit{J. M. Ortega} and \textit{P. J. Plemmons} [ibid. 28, 177-191 (1979; Zbl 0416.65024)] have generalized the theorem to non-Hermitian matrices. For a general nonsingular matrix, they have given necessary and sufficient conditions of convergence of splitting methods, and have studied the convergence of the SOR method. This note is a generalization of the Ortega and Plemmons theorems to singular matrices. Some necessary and sufficient conditions of semi-convergence for singular matrices are given.
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splitting method
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Ostrowski-Reich theorem
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Ortega-Plemmons theorem
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Keller theorem
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convergence
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successive overrelaxation
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singular matrices
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semi-convergence
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