Extended convergence area for the (MSOR) method (Q756363)

Sufficient convergence conditions for the modified successive overrelaxation (SOR) method are improved for the class of matrices \(C_ 1=\{M=[m_{ij}]\in R^{n,n}:\;| m_{ij}| >P_{i,\alpha}(M),\quad i\in N,\quad \alpha =[0,1]\},\) where \(N=\{1,...,n\}\), \(P_{i,\alpha}(M)=\alpha P_ i(M)+(1-\alpha)P^*_ i(M)\), \(P_ i(M)=\sum^{n}_{j=1,j\neq i}| m_{ij}|\), \(P^*_ i(M)=\sum^{n}_{j=1,j\neq i}\) \((| m_{ij}|)\); and for H-matrices, where a H-matrix is defined as M-matrix for which \(m_{ii}=| a_{ii}|\), \(1\leq i\leq n\), \(m_{ij}=-| a_{ij}|\), \(1\leq i,j\leq n\), \(i\neq j\). The intervals of convergence for the iterative parameters of the modified SOR (MSOR) method are established, when the matrix of the system of linear algebraic equations belongs to the classes \(C_ 1\) and H. It is shown that these intervals are enlarged as compared with those in previous works. A numerical example is presented which confirms the theoretical results.