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Convergence properties of ART and SOR algorithms
Authors:L Elsner  I Koltracht  P Lancaster
Institution:(1) Institute of Mathematics, University of Bielefeld, W-4800 Bielefeld, Germany;(2) Department of Mathematics, University of Connecticut, 06268 Storrs, CT, USA;(3) Department of Mathematics and Statistics, University of Calgary, T2N 1N4 Calgary, Alberta, Canada
Abstract:Summary ART algorithms with relaxation parameters are studied for general (consistent or inconsistent) linear algebraic systemsRx=f, and a general convergence theorem is formulated. The advantage of severe underrelaxation is reexamined and clarified. The relationship to solutions obtained by applying SOR methods to the equationRR T y=f is investigated.The work of this autor was supported by a research grant from the Natural Sciences and Engineering Research Council of Canada
Keywords:AMS(MOS) 65F10  15A06  CR: G1  3
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