A fully vectorizable SOR variant (Q1822471)

The author studies a fully vectorizable SOR variant in order to solve the Poisson equation \(\Delta u=f(x,y)\) in G, \(u(x,y)=g(x,y)\) on \(\partial G\), where G is the unit square. The basic ingredient of this variant is the use of following difference scheme: \[ -4U_{ij}+U_{i-1,j- 1}+U_{i+1,j-1}+U_{i-1,j+1}+U_{i+1,j+1}=2h^ 2F_{ij} \] instead of the classical one. It is proved that this variant (SORV) is asymptotically as fast as the classical one (SOR); in practice it is faster than that of SOR for a fixed prescribed error bound. Then, it follows some comparisons between results obtained when solving the Poisson equation by the SOR, SORV and other variants of SOR on the IBM 3090-200 VF and the CRAY-2.