One step closer to an optimal two-parameter SOR method: a geometric approach

MaRDI QIDQ1011838zbMATH OpenFDO

Authors Saadat Moussavi

Publication date 14 April 2009

Published in Missouri Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

successive overrelaxation (SOR)two parameter SOR method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

This paper can be considered a continuation of another paper by the same author [Missouri J. Math. Sci., 21, No.~1, 42--55 (2009; Zbl 1169.65029)] and in the same journal issue. Actually, the first part of this paper is almost the same as the first part of the previous paper. Moreover, the geometric approach is again the chosen tool, but here, in order to go further, the author removes the hypothesis that requires the eigenvalues of the Jacobi iteration matrix to be real. This allows to provide an optimal values for the second parameter when the eigenvalues of the successive overrelaxation (SOR) method are in a certain well-defined region in the complex plane.

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Cited in

(3)

• Another step toward an optimal two-parameter SOR method
• Geometric interpretation of several classical iterative methods for linear system of equations and diverse relaxation parameter of the SOR method
• Optimal semi-iterative methods for complex SOR with results from potential theory

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