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Mathematics of Computation

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

Author: M. Stuart Lynn
Journal: Math. Comp. 18 (1964), 36-49
MSC: Primary 65.35; Secondary 65.62
MathSciNet review: 0162364
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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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Article copyright: © Copyright 1964 American Mathematical Society