Convergence of GAOR method for doubly diagonally dominant matrices
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For linear systems \(Hy = f\) with \(H\) doubly diagonally dominant the generalized accelerated overrelaxation method (GAOR) is a two parameter iterative solver. This paper finds bounds for the spectral radius of its iteration matrix \(L_{\omega,r}\) and applies these to find regions for the two parameters \(\omega\) and \(r\) in which GAOR converges. Computed examples are included.
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Cites work
- Convergence of generalized AOR iterative method for linear systems with strictly diagonally dominant matrices
- Convergence of the generalized AOR method
- Doubly diagonally dominant matrices
- Generalized AOR methods for linear complementarity problem
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- Numerical methods for generalized least squares problems
- On convergence of the generalized accelerated overrelaxation method
- On convergence of the generalized AOR method for linear systems with diagonally dominant coefficient matrices
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