Successive Overrelaxation Iteration for the Stability of Large Scale Systems
نویسنده
چکیده
During the past two decades, the stability of large scaler systems has been studied by numerous authors; many results can be found in the books of Michel and Miller [12] and Siljak [14]. Recently, Liao [7-lo] used the lumped iterations to investigate stabilities of large scale systems and interval matrices. Iterations are the most important methods used to solve algebraic equations in number analysis (cf. Ortega and Rheinbadt [13], Vorga [lS], Young [16]). In this article, following Liao [9], we employ the successive overrelaxation iteration and the variation of constants formula (cf. Alekseev [l], Athanassov [2], Brauer [3,4,6], Brauer and Strauss [S]) to discuss the stability of large scale systems. Some simple algebraic criterion are obtained directly from coefficients of the system, and it is possible to circumvent the difficulty of finding Liapunov functions.
منابع مشابه
Asymptotic Stability for Volterra Intergrodifferential Systems
In this paper, the successive overrelaxation iteration and the variation of parameters formula are used to discuss the stability of linear and nonlinear Volterra integrodifferential equations. Some sufficient conditions are obtained, such that the trivial solution of the Volterra integrodifferential equations is asymptotically stable; these stability conditions are given directly from the coeff...
متن کاملSupremum-Norm Convergence for Step-Asynchronous Successive Overrelaxation on M-matrices
Step-asynchronous successive overrelaxation updates the values contained in a single vector using the usual Gauß–Seidel-like weighted rule, but arbitrarily mixing old and new values, the only constraint being temporal coherence— you cannot use a value before it has been computed. We show that given a nonnegative real matrix A, a σ ≥ ρ(A) and a vector w > 0 such that Aw ≤ σw, every iteration of ...
متن کاملITPACK 2C: A FORTRAN Package for Solving Large Sparse Linear Systems by Adaptive Accelerated Iterative Methods
ITPACK 2C is a collection of seven FORTRAN subroutines for solving large sparse linear systems by adaptive accelerated iterative algorithms. Basic iterative procedures, such as the Jacobi method, the Successive Overrelaxation method, the Symmetric Successive Overrelaxation method, and the RS method for the reduced system are combined, where possible, with acceleration procedures such as Chebysh...
متن کاملThe Performance of Alternating Top-Bottom Strategy for Successive Over Relaxation Scheme on Two Dimensional Boundary Value Problem
This paper present the implementation of a new ordering strategy on Successive Overrelaxation scheme on two dimensional boundary value problems. The strategy involve two directions alternatingly; from top and bottom of the solution domain. The method shows to significantly reduce the iteration number to converge. Four numerical experiments were carried out to examine the performance of the new ...
متن کاملAccelerated generalized SOR method for a class of complex systems of linear equations
For solving a broad class of complex symmetric linear systems, Salkuyeh et al. have recently recast the system in a real formulation and studied a generalized successive overrelaxation (GSOR) iterative method. In this paper, we introduce an accelerated GSOR (AGSOR) iterative method which involves two iteration parameters. Then, we theoretically study its convergence properties and determine its...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1990