On the convergence of the symmetric successive overrelaxation method |
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Authors: | Lala B. Krishna |
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Affiliation: | Department of Mathematical Sciences University of Akron Akron, Ohio 44325, USA |
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Abstract: | The symmetric successive overrelaxation (SSOR) iterative method is applied to the solution of the system of linear equations , where A is an n×n nonsingular matrix. We give bounds for the spectral radius of the SSOR iterative matrix when A is an Hermitian positive definite matrix, and when A is a nonsingular M-matrix. Then, we discuss the convergence of the SSOR iterative method associated with a new splitting of the matrix A which extends the results of Varga and Buoni [1]. |
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