Extensions of SSOR (Q919741)

The author solves the matrix problem: \((1)\quad A\cdot x=b,\) where A is an \(n\times n\) positive definite Hermitian matrix and b is a vector in \({\mathbb{C}}^ n\), using quadratic form arguments for the symmetric successive overrelaxation (SSOR) iterative method. A generalization of the Ostrowski-Reich theorem is presented and estimates for the optimal relaxation factor for the SSOR method are derived and even refined under additional hypothesis. Finally experimental results for SSOR in solving Laplace's equation on the unique square using the nine-point finite difference operator are given.