On the spectrum of the SOR operator for symmetric positive definite matrices

DOI10.1016/0024-3795(91)90389-EMaRDI QIDQ811083zbMATH OpenFDO

Authors Martin Hanke, Wilhelm Niethammer, M. Neumann

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0024-3795(91)90389-E

zbMATH Keywords

positive definite matrixSOR operatorspectral radius of iteration operatorsspectrumsuccessive overrelaxation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The successive overrelaxation (SOR) method for solving systems of linear algebraic equations with a positive definite coefficient matrix \(A=I-L- L^ T\) in which L is not necessarily strictly lower triangular is discussed. Especially, the authors study the behaviour of the spectrum of the SOR operator \(L_{\omega}\) for \(\omega\to 0\) and \(\omega\to 2\) and describe enclosure sets which can be used to estimate the spectral radius of \(L_{\omega}\) for \(0<\omega <2\).

Recommendations

• Iterative solutions of systems of linear equations whose coefficient matrix is positive real
• On the convergence rate of SOR: A worst case estimate
• A parallelizable SOR-like method: Systems with plus-shaped and linear spectra
• Extensions of SSOR
• Optimum Overrelaxation Parameter for the SOR Method for Solving the Eigenvalue Problem

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Cited in

(6)

• Generalizations of the projection method with applications to SOR theory for Hermitian positive semidefinite linear systems
• A parallelizable SOR-like method: Systems with plus-shaped and linear spectra
• On the convergence rate of SOR: A worst case estimate
• On the spectra of almost periodic symmetric positive definite matrices functions
• Optimum Overrelaxation Parameter for the SOR Method for Solving the Eigenvalue Problem
• Iterative solutions of systems of linear equations whose coefficient matrix is positive real

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