Sor and related methods for<i>p</i>-cyclic systems (Q4032919)
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scientific article; zbMATH DE number 164997
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| English | Sor and related methods for<i>p</i>-cyclic systems |
scientific article; zbMATH DE number 164997 |
Statements
Sor and related methods for<i>p</i>-cyclic systems (English)
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16 May 1993
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\(p\)-cyclic-matrix
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SSOR method
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symmetric SOR method
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Chebyshev acceleration
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Gauss-Seidel method
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least squares problems
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Jacobi iteration matrix
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convergence
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spectral radius
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successive overrelaxation
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convergence rate
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numerical experiments
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symmetric SOR scheme
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0.9230152368545532
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0.8805362582206726
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0.8774366974830627
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0.874055802822113
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0.8693501949310303
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The paper is concerned with \(p\)-cyclic linear systems and with the properties obtained when the system is partitioned into \(k\)-cyclic systems, \(k\leq p\). Under sign conditions on the eigenvalues of the \(k\)-th power of the associated Jacobi iteration matrix, it is shown that the fastest convergence (resp. the smallest spectral radius) of the successive overrelaxation (SOR) method is obtained for a partition into 2-cyclic systems. This fact itself was known earlier, but the authors believe that their proof is simpler and more straightforward. Moreover, it facilitates a quantitative analysis of the convergence rate. Finally, numerical experiments are carried out to investigate the symmetric SOR scheme with respect to a partition of the system.
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