Error bounds for some overrelaxation methods

Authors
Citation
Yz. Song, Error bounds for some overrelaxation methods, INT J COM M, 70(2), 1998, pp. 263-278
Citations number
21
Categorie Soggetti
Engineering Mathematics
Journal title
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN journal
00207160 → ACNP
Volume
70
Issue
2
Year of publication
1998
Pages
263 - 278
Database
ISI
SICI code
Abstract
Suppose Ax = b is a system of linear equations where the matrix A is symmet ric positive definite and consistently ordered. Some bounds for \\epsilon(k )\\(2) ill terms of the norms of delta(k) =x(k) -x(k-1) and delta(k+1) = x( k+1)-x(k) and their inner product for the SOR, SSOR, USSOR, MSOR and AOR me thods have been given by many authors. Recently, Li presents a uniform boun d for the overrelaxation methods. In this paper, an error bound for the USM AOR method is derived. As special cases of the USMAOR method, bounds of \\e psilon(k)\\(2) for the SMAOR, USMSOR, SMSOR, USAOR, SAOR, USSOR, SSOR, MAOR , MSOR, AOR, EAOR, EGS I, EGS II, SOR, JOR, Gauss-Seidel and Jacobi methods are obtained.