Convergence properties of ART and SOR algorithms |
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Authors: | L Elsner I Koltracht P Lancaster |
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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 |
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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 |
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Keywords: | AMS(MOS) 65F10 15A06 CR: G1 3 |
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