Convergence theory for the general GAOR type iterative method and the MSOR iterative method applied to \(H\)-matrices (Q5961573)

The general GAOR type (GGAOR) iterative method is discussed. As special cases the AOR, the GAOR, and the MSOR methods are examined to solve linear systems of the form \(Ax=b\) with \(A=I-L-U\) where \(L\) and \(U\) are general matrices. The GGAOR iteration matrix is expressed by \(L_{R\Omega}=(I-RL)^{-1}[(I-\Omega)+(\Omega-R)L+\Omega U]\) where \(R\) and \(\Omega\) are diagonal matrices, and for the MSOR iteration matrix, \(L_{\omega\omega'}=(I-\Omega L)^{-1}(I-\Omega+\Omega U)\). Upper bounds for the spectral radii of these matrices are given where \(A\) is strictly or irreducibly diagonally dominant. Convergence regions of the GGAOR and the MSOR iterative methods are investigated in several special cases, for example, when \(A\) is an \(H\)-matrix.