An error bound for the USAOR method (Q2372955)

This paper is concerned with the analysis of the unsymmetric accelerated over-relaxation (USAOR) method, a stationary iterative method for solving a linear system \(Ax = b\). Under the assumption that \(A\) is a symmetric positive definite and consistently ordered matrix, forward error bounds for the iterates are derived, based on the last two iterates and the eigenvalues of the iteration matrix. A numerical example demonstrates the sharpness of the bounds.