Convergence for the MSOR iterative method applied to \(H\)-matrices (Q2564299)

The author studies the convergence of the modified successive overrelaxation (MSOR) iterative method applied to linear systems \(Ax=b\), with a matrix \(A\in \mathbb{C}^{n,n}\) possesing the property \({\mathcal A}\), the right-hand side \(b\in \mathbb{C}^n\), and the unknown vector \(x\in \mathbb{C}^n\). It is not required that \(A\) is symmetric. In the first part of the paper, upper bounds on the spectral radius of the MSOR iteration matrix are given. In the second part, the author provides convergence regions of the two iteration parameters of the MSOR method for the cases that \(A=I-L-U\) is (i) a nonsingular \(H\)-matrix, (ii) an irreducible \(H\)-matrix, (iii) strictly diagonally dominant by rows, and, (iv) irreducibly diagonally dominant by rows. Finally he defines convergence regions for the case that \(|L+ U|> 1\) which was not studied in the literature before.