On the round-off error in the method of successive over-relaxation

Lynn, M. Stuart

doi:10.1090/S0025-5718-1964-0162364-2

On the round-off error in the method of successive over-relaxation
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Math. Comp. 18 (1964), 36-49 Request permission

Abstract:

The asymptotic behavior of the round-off error, which accumulates when the well-known iterative method of (point) successive over-relaxation is used to solve a large-scale system of linear equations, is examined by means of a statistical model. The local round-off errors are treated as independent random variables and expressions for the mean and variance of the accumulated round-off error are obtained, as the number of iterations tends to infinity.

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Discrete-variable Methods in Ordinary Differential Equations

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