Sor and related methods forp-cyclic systems

DOI10.1080/00207169208804131MaRDI QIDQ4032919zbMATH OpenOpenAlexFDO

Authors Chang-Jun Li, D. J. Evans

Publication date 16 May 1993

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169208804131

zbMATH Keywords

\(p\)-cyclic-matrixChebyshev accelerationconvergenceconvergence rateGauss-Seidel methodJacobi iteration matrixleast squares problemsnumerical experimentsspectral radiusSSOR methodsuccessive overrelaxationsymmetric SOR methodsymmetric SOR scheme

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The paper is concerned with \(p\)-cyclic linear systems and with the properties obtained when the system is partitioned into \(k\)-cyclic systems, \(k\leq p\). Under sign conditions on the eigenvalues of the \(k\)-th power of the associated Jacobi iteration matrix, it is shown that the fastest convergence (resp. the smallest spectral radius) of the successive overrelaxation (SOR) method is obtained for a partition into 2-cyclic systems. This fact itself was known earlier, but the authors believe that their proof is simpler and more straightforward. Moreover, it facilitates a quantitative analysis of the convergence rate. Finally, numerical experiments are carried out to investigate the symmetric SOR scheme with respect to a partition of the system.

Recommendations

• Sor method andP-cyclic matrices (II)
• Optimal successive overrelaxation iterative methods for \(p\)-cyclic matrices
• The SOR-k method for linear systems with p-cyclic matrices
• Optimal p-cyclic SOR for complex spectra
• Sor method andp-cyclic matrices (I)

Cites work

• An application of p-cyclic matrices, for solving periodic parabolic problems
• Convergence of a direct-iterative method for large-scale least-squares problems
• Convergence of block iterative methods applied to sparse least-squares problems
• Extrapolated Gauss-Seidel I and SOR methods for least-squares problems
• scientific article; zbMATH DE number 3720254 (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 the equivalence of the k-step iterative Euler methods and successive overrelaxation (SOR) methods for k-cyclic matrices
• Optimal successive overrelaxation iterative methods for \(p\)-cyclic matrices
• Optimality relationships for p-cyclic SOR
• Over- and underrelaxation for linear systems with weakly cyclic Jacobi matrices of index p
• p-cyclic matrices and the symmetric successive overrelaxation method

Cited in

(9)

• Optimal p-cyclic SOR for complex spectra
• The optimal parameter of SOR-\(k\) method for \(p\)-cyclic matrices
• Sor method andp-cyclic matrices (I)
• Best Cyclic Repartitioning for Optimal Successive Overrelaxation Convergence
• scientific article; zbMATH DE number 1735441 (Why is no real title available?)
• Sor method andP-cyclic matrices (II)
• The SOR-k method for linear systems with p-cyclic matrices
• Semiconvergence of block SOR method for singular linear systems with p-cyclic matrices
• Optimal successive overrelaxation iterative methods for \(p\)-cyclic matrices

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