Convergence theory for the general GAOR type iterative method and the MSOR iterative method applied to H-matrices

DOI10.1016/0024-3795(95)00391-6MaRDI QIDQ5961573zbMATH OpenOpenAlexFDO

Authors Xinmin Wang

Publication date 6 April 1997

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

Full work available at URL https://doi.org/10.1016/0024-3795(95)00391-6

zbMATH Keywords

\(H\)-matrixconvergence regionsGAOR methoditeration matrixiterative methodMSOR method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The general GAOR type (GGAOR) iterative method is discussed. As special cases the AOR, the GAOR, and the MSOR methods are examined to solve linear systems of the form \(Ax=b\) with \(A=I-L-U\) where \(L\) and \(U\) are general matrices. The GGAOR iteration matrix is expressed by \(L_{R\Omega}=(I-RL)^{-1}[(I-\Omega)+(\Omega-R)L+\Omega U]\) where \(R\) and \(\Omega\) are diagonal matrices, and for the MSOR iteration matrix, \(L_{\omega\omega'}=(I-\Omega L)^{-1}(I-\Omega+\Omega U)\). Upper bounds for the spectral radii of these matrices are given where \(A\) is strictly or irreducibly diagonally dominant. Convergence regions of the GGAOR and the MSOR iterative methods are investigated in several special cases, for example, when \(A\) is an \(H\)-matrix.

Recommendations

• Convergence for the MSOR iterative method applied to H-matrices
• Convergence for a general form of the GAOR method and its application to the MSOR method
• Convergence on Gauss-Seidel iterative methods for linear systems with general \(H\)-matrices
• Convergence of the GAOR method for one subclass of \(H\)-matrix
• On the Convergence of the MSOR Method for Some Classes of Matrices
• Convergence analysis of the modified Gauss-Seidel iterative method for H-matrices
• Convergence of the extrapolated Gauss-Seidel iterative method and its relationship with H-matrix
• On convergence of the modified Gauss-Seidel iterative method for H-matrix linear system
• Convergence of GAOR iterative method with strictly \(\alpha\) diagonally dominant matrices
• Convergence of block iterative methods for linear systems with generalized \(H\)-matrices

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Cited in

(4)

• Convergence for a general form of the GAOR method and its application to the MSOR method
• An improvement on a new upper bound for moduli of eigenvalues of iterative matrices
• Convergence for the MSOR iterative method applied to H-matrices
• A convergence analysis of SOR iterative methods for linear systems with weak H-matrices

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