A New Convergence Theorem for Successive Overrelaxation Iterations

A New Convergence Theorem for Successive Overrelaxation Iterations

This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements...

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Bibliographic Details
Published in:Computational economics Vol. 13; no. 2; pp. 163 - 75
Main Authors: Hughes Hallett, Andrew J, Piscitelli, Laura
Format: Journal Article
Language:English
Published: Dordrecht Society for Computational Economics 01-04-1999
Springer Nature B.V
Series:Computational Economics
Subjects:
Algorithms
Convergence
Eigenvalues
Mathematical models
Statistical analysis
Theory
United Kingdom > UK
Online Access:Get full text
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Summary:This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements in a non-recursive system. Citation Copyright 1999 by Kluwer Academic Publishers.
ISSN:0927-7099
1572-9974