AN ERROR BOUND FOR THE SSOR AND USSOR METHODS

Authors
MARTINS MM TRIGO ME SANTOS MM
Citation
Mm. Martins et al., AN ERROR BOUND FOR THE SSOR AND USSOR METHODS, Linear algebra and its applications, 232, 1996, pp. 131-147
Citations number
7
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
232
Year of publication
1996
Pages
131 - 147
Database
ISI
SICI code
0024-3795(1996)232:<131:AEBFTS>2.0.ZU;2-W
Abstract
We consider the SSQR and USSOR methods in Order to approximate the sol ution of the linear system Ax = b. We establish a bound for the norm o f epsilon(n) = x - x(n) in terms of the norms of delta(n) = x(n) - x(n -1), delta(n+1), and their inner product, where x(n) is the nth iterat ion vector obtained using the USSOR method. Similar results are given for the SSOR method.