Citation
Cj. Li et Dj. Evans, PRECONDITIONING THE LINEAR-SYSTEM FOR THE SOR METHOD, International journal of computer mathematics, 66(1-2), 1998, pp. 101-111
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
Journal title
International journal of computer mathematics
ISSN journal
00207160
→ ACNP
Volume
66
Issue
1-2
Year of publication
1998
Pages
101 - 111
Database
ISI
SICI code
Abstract
In the literature very little is known about preconditioning the linea
r system for the successive overrelaxation (SOR) method. In this paper
we investigate how the convergence rate of the SOR method is affected
if the linear system is preconditioned by one Gauss-Jordan eliminatio
n. It is shown that under some conditions the SOR method applied to th
e preconditioned system gives improvement in the rate of convergence.