Modified SOR-type iterative method for \(Z\)-matrices (Q2369154)

The iterative solution of linear systems \(Ax=b\) with a nonsingular matrix \(A\) by means of the SOR and some modified sucessive overrelaxation (SOR) methods is discussed. The modified SOR methods are based on preconditioning of the system of equations \(Ax=b\) by a matrix \(P\) and the application of the SOR method to this preconditioned system. The preconditioner \(P\) is the elimination matrix corresponding to one step of the Gaussian elimination process or a modified elimination matrix. The authors analyze the spectral radius of the iteration matrix of the proposed methods in the case of \(Z\)-matrices and give a comparison of that radii. This shows that \(\omega = 1\) is the optimal choice of the relaxation parameter. Numerical examples confirm this result.