Contribution to the successive overrelaxation method
نویسندگان
چکیده
منابع مشابه
On the Successive Overrelaxation Method
Problem statement: A new variant of the Successive Overrelaxation (SOR) method for solving linear algebraic systems, the KSOR method was introduced. The treatment depends on the assumption that the current component can be used simultaneously in the evaluation in addition to the use the most recent calculated components as in the SOR method. Approach: Using the hidden explicit characterization ...
متن کاملNorms of the Successive Overrelaxation Method
Norms, primarily of theoretical interest, of the successive overrelaxation method, with a relaxation parameter other than the optimum one, are studied. New results on this subject are presented and compared with those of Wachspress [8].
متن کاملOn the modified successive overrelaxation method
Keywords: SOR KSOR MSOR MKSOR and iterative methods a b s t r a c t New forms of the modified successive overrelaxation (MSOR); MKSOR, MKSOR1 and MKSOR2 are introduced. These forms depend on the updated successive overrelaxation method (KSOR) and the combination of the SOR and the KSOR methods. We present analysis of the convergence of the MKSOR methods with fixed parameters for solving linear ...
متن کاملModulus-based Successive Overrelaxation Method for Pricing American Options†
We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The H+-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the th...
متن کاملSuccessive Overrelaxation for Support Vector Regression
Abstract: Training a SVR (support vector regression) requires the solution of a very large QP (quadratic programming) optimization problem. Despite the fact that this type of problem is well understood, the existing training algorithms are very complex and slow. In order to solve these problems, this paper firstly introduces a new way to make SVR have the similar mathematic form as that of a su...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 1967
ISSN: 0862-7940,1572-9109
DOI: 10.21136/am.1967.103086