Optimal p--cyclic SOR |
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Authors: | Apostolos Hadjidimos Robert J Plemmons |
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Institution: | (1) Department of Computer Science, Purdue University, West Lafayette, IN 47907, USA , US;(2) Department of Mathematics and Computer Science, Wake Forest University, P.O. Box 7388, Winston-Salem, NC 27109, USA , US |
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Abstract: | Summary. Our purpose in this paper is to extend
--cyclic SOR theory to consistent singular systems
and to apply the results to the solution of
large scale systems arising, {\em e.g.,} in queueing network problems in
Markov analysis. Markov chains and queueing models lead to structured
singular linear systems and are playing an increasing role in the
understanding of complex phenomena arising in computer, communication
and transportation systems.
For certain important classes of singular problems, we develop a
convergence theory for --cyclic SOR, and show how
to repartition
for optimal convergence. Results by Kontovasilis, Plemmons and
Stewart on the concept of convergence of SOR in an {\em extended}
sense are rigorously analyzed and applied to the solution
of periodic Markov chains with period .
Received October 20, 1992 / Revised version received September 14,
1993 |
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Keywords: | Mathematics Subject Classification (1991): 65F10 |
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