An error bound for the USAOR method

DOI10.1016/J.CAM.2006.05.017MaRDI QIDQ2372955zbMATH OpenOpenAlexFDO

Authors Fu-Ti Liu, Ting-Zhu Huang

Publication date 17 July 2007

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2006.05.017

zbMATH Keywords

error boundsiterative methodnumerical examplesunsymmetric accelerated over-relaxation method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

This paper is concerned with the analysis of the unsymmetric accelerated over-relaxation (USAOR) method, a stationary iterative method for solving a linear system \(Ax = b\). Under the assumption that \(A\) is a symmetric positive definite and consistently ordered matrix, forward error bounds for the iterates are derived, based on the last two iterates and the eigenvalues of the iteration matrix. A numerical example demonstrates the sharpness of the bounds.

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Cites work

• A note on an error bound for the AOR method
• A survey of AOR and TOR methods
• An Error Bound for Certain Successive Overrelaxation Schemes
• An error bound for the SSOR and USSOR methods
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)

Cited in

(5)

• A note on an error bound for the AOR method
• An error bound for the preconditioned simultaneous displacement method
• scientific article; zbMATH DE number 4009651 (Why is no real title available?)
• scientific article; zbMATH DE number 510825 (Why is no real title available?)
• An error bound for the modified successive overrelaxation method

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