An error bound for the MAOR method (Q1827261)

The modified accelerated overrelaxation (MAOR) method for the iterative solution of \(Ax=b\) with \(A\) symmetric positive definite and consistently ordered depends on three parameters \(\omega_1,\omega_2,\gamma\). In this paper, a bound is given for \(\epsilon_k=x-x^k\) in terms of these three parameters, and on \(\| \delta_k\| \), \(\| \delta_{k+1}\| \), and \(\delta_k^T\delta_{k+1}\) where \(\delta_j = x^j-x^{j-1}\), \(j=k,k+1\). As special cases, classical results are found for the AOR method studied by \textit{Y. Z. Song} [BIT 39, No.~2, 373--383 (1999; Zbl 0961.65030)] and the SOR by \textit{T. R. Hatcher} [SIAM J. Numer. Anal. 19, 930--941 (1982; Zbl 0499.65020)].