Some recent results on the modified SOR theory (Q808161)

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Some recent results on the modified SOR theory
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    Some recent results on the modified SOR theory (English)
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    1991
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    The paper deals with the block successive overrelaxation (SOR) method for solving the nonsingular linear system \(Ax=b\), where A is in a special \(p\times p\) block partitioned form, belonging to the class of p-cyclic matrices, \(p\geq 2\). The convergence properties of the method are studied by means of the eigenvalue spectra of the Jacobi matrix and the modified SOR (MSOR) iteration matrix with different relaxation factors associated with each block row of A. Firstly, a functional equation which connects the eigenvalue spectra of these two matrices is derived, and then the equivalence of the MSOR method and a particular stationary p-parameter p-step iterative method is established which allows an easier analysis of both methods. Finally, as applications, some convergence results of the MSOR method in the case \(p=2\) are presented.
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    SOR method
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    block successive overrelaxation
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    p-cyclic matrices
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    convergence
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    Jacobi matrix
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    iteration matrix
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