On the convergence of the unsymmetric successive overrelaxation (USSOR) method

DOI10.1016/0024-3795(93)90205-3MaRDI QIDQ2365715zbMATH OpenOpenAlexFDO

Authors Dragoslav Herceg, Nataša Krejić

Publication date 29 June 1993

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)90205-3

zbMATH Keywords

H-matrixIntervals of convergenceiteration matrixsplittingunsymmetric successive overrelaxation method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

Let there be given a linear system \(Ax=b\) with an H-matrix and a splitting of the matrix \(A=D(I-L-U)\), where \(D\) is a diagonal matrix, \(L\), \(U\) are strictly lower and strictly upper triangular matrices, respectively. The iteration matrix of the unsymmetric successive overrelaxation method (USSOR) can be written \[ S_{\sigma \omega}=(I- \sigma L)^{-1}[(1-\sigma)I+\sigma U](I-\omega U)^{-1}[(1- \omega)I+\omega L]. \] Intervals of convergence for the USSOR-method are determined, i.e. intervals where the spectral radius \(\varrho(S_{\sigma \omega})<1\). Some known results for this class of matrices are extended.

Recommendations

• scientific article; zbMATH DE number 637371
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• On the convergence of USSOR iterative methods for solving least squares problems

Cites work

• Domains of divergence of the USSOR method applied on p-cyclic matrices
• Exact convergence and divergence domains for the symmetric successive overrelaxation iterative (SSOR) method applied to H-matrices
• scientific article; zbMATH DE number 4039119 (Why is no real title available?)
• scientific article; zbMATH DE number 3740707 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• scientific article; zbMATH DE number 3366440 (Why is no real title available?)
• On bounds for the convergence of the SSOR method forH-matrices
• On the sharpness of some upper bounds for the spectral radii of S.O.R. iteration matrices
• Some new results on the convergence of the SSOR and USSOR methods
• Some new results on unsymmetric successive overrelaxation method
• Zur Konvergenz des symmetrischen Relaxationsverfahrens

Cited in

(7)

• On the analysis of the unsymmetric successive overrelaxation method when applied to p-cyclic matrices
• Some new results on the convergence of the SSOR and USSOR methods
• Regions of exact convergence of the USSOR method applied on generalized consistently ordered matrices
• scientific article; zbMATH DE number 988711 (Why is no real title available?)
• scientific article; zbMATH DE number 992632 (Why is no real title available?)
• scientific article; zbMATH DE number 637371 (Why is no real title available?)
• The proof of the convergence of general interval USSOR method and SSOR method

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