p-cyclic matrices and the symmetric 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 ...
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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 ...
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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...
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The paper is concerned with variants of the successive overrelaxation method (SOR method) for solving the linear system Au = b. Necessary and sufficient conditions are given for the convergence of the symmetric and unsymmetric SOR methods when A is symmetric. The modified SOR, symmetric SOR, and unsymmetric SOR methods are also considered for systems of the form DiHt — Cau2 = b¡, — CLui + D2u2 ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1984
ISSN: 0024-3795
DOI: 10.1016/0024-3795(84)90223-4