On the convergence of the unsymmetric successive overrelaxation (USSOR) method (Q2365715)

Let there be given a linear system \(Ax=b\) with an H-matrix and a splitting of the matrix \(A=D(I-L-U)\), where \(D\) is a diagonal matrix, \(L\), \(U\) are strictly lower and strictly upper triangular matrices, respectively. The iteration matrix of the unsymmetric successive overrelaxation method (USSOR) can be written \[ S_{\sigma \omega}=(I- \sigma L)^{-1}[(1-\sigma)I+\sigma U](I-\omega U)^{-1}[(1- \omega)I+\omega L]. \] Intervals of convergence for the USSOR-method are determined, i.e. intervals where the spectral radius \(\varrho(S_{\sigma \omega})<1\). Some known results for this class of matrices are extended.