Modified SOR-type iterative method for Z-matrices

DOI10.1016/J.AMC.2005.07.050MaRDI QIDQ2369154zbMATH OpenOpenAlexFDO

Authors Ting-Zhu Huang, Guanghui Cheng, Xiaoyu Cheng

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.07.050

zbMATH Keywords

\(Z\)-matrixGaussian eliminationiterative solvernumerical examplespreconditioningSOR methodspectral radiussucessive overrelaxation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The iterative solution of linear systems \(Ax=b\) with a nonsingular matrix \(A\) by means of the SOR and some modified sucessive overrelaxation (SOR) methods is discussed. The modified SOR methods are based on preconditioning of the system of equations \(Ax=b\) by a matrix \(P\) and the application of the SOR method to this preconditioned system. The preconditioner \(P\) is the elimination matrix corresponding to one step of the Gaussian elimination process or a modified elimination matrix. The authors analyze the spectral radius of the iteration matrix of the proposed methods in the case of \(Z\)-matrices and give a comparison of that radii. This shows that \(\omega = 1\) is the optimal choice of the relaxation parameter. Numerical examples confirm this result.

Recommendations

• Comparison results on preconditioned SOR-type iterative method for \(Z\)-matrices linear systems
• Accelerated iterative method for Z-matrices
• Modified Gauss-Seidel type methods and Jacobi type methods for Z-matrices
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Cites work

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• Improving Jacobi and Gauss-Seidel iterations
• Improving the sor method
• More on modifications and improvements of classical iterative schemes for \(M\)-matrices

Cited in

(11)

• Improving the modified Gauss-Seidel method for Z-matrices
• Modified Gauss-Seidel type methods and Jacobi type methods for Z-matrices
• Some results on preconditioned mixed-type splitting iterative method
• Comparison results on preconditioned SOR-type iterative method for \(Z\)-matrices linear systems
• Multi-level preconditioned block accelerated overrelaxation iteration method for Z-matrices
• A modified AOR-type iterative method for L-matrix linear systems
• Comparison results of the preconditioned AOR methods for \(L\)-matrices
• Convergence analysis of the new splitting preconditioned SOR-type iterative methods for the linear system
• Of a couple of relaxation iterative methods suited for matrices of bounded linear operators defined over Banach spaces
• Improving AOR method for consistent linear systems
• A note on the modified SOR method for Z-matrices

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