Convergence Properties of the Symmetric and Unsymmetric Successive Overrelaxation Methods and Related Methods

نویسندگان

  • David M. Young
  • DAVID M. YOUNG
چکیده

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 = b2 where D¡ and D2 are square diagonal matrices. Different values of the relaxation factor are used on each set of equations. It is shown that if the matrix corresponding to the Jacobi method of iteration has real eigenvalues and has spectral radius fi < 1, then the spectral radius of the matrix G associated with any of the methods is not less than that of the ordinary SOR method with a = 2(1 + (1 — fi.1)1'1)'1. Moreover, if the eigenvalues of G are real then no improvement is possible by the use of semi-iterative methods. r Introduction. In this paper we study convergence properties of several iterative methods for solving the linear system (1.1) Au = b, where A is a given real nonsingular N X N matrix with nonvanishing diagonal elements, b is a given column vector, and « is a column vector to be determined. Each method can be characterized by an equation (1.2) « . . . converges to the solution of (1.1). The successive overrelaxation method (SOR method), [15], is defined by the matrix (1.3) £„ = (/coL)_1(co U + (1 co)/), where L and U are strictly lower and strictly upper triangular matrices, respectively, such that (1.4) L+U=B=I-D~1A Received October 31, 1969, revised March 2, 1970. AMS 1969 subject classifications. Primary 6535; Secondary 1538, 6565.

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تاریخ انتشار 2010