Accelerated overrelaxation method
Abstract: This paper describes a method for the numerical solution of linear systems of equations. The method is a two-parameter generalization of the Successive Overrelaxation (SOR) method such that when the two parameters involved are equal it coincides with the SOR method. Finally, a numerical example is given to show the superiority of the new method.
- Richard S. Varga, Matrix iterative analysis, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1962. MR 0158502
- Eugene L. Wachspress, Iterative solution of elliptic systems, and applications to the neutron diffusion equations of reactor physics, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1966. MR 0234649
- David M. Young, Iterative solution of large linear systems, Academic Press, New York-London, 1971. MR 0305568
R. S. VARGA, Matrix Iterative Analysis, Prentice-Hall, Englewood Cliffs, N. J., 1962.
E. L. WACHSPRESS, Iterative Solution of Elliptic Systems and Applications to the Neutron Diffusion Equations of Reactor Physics, Prentice-Hall, Englewood Cliffs, N. J., 1966.
D. M. YOUNG, Iterative Solution of Large Linear Systems, Academic Press, New York and London,1971.
Retrieve articles in Mathematics of Computation with MSC: 65F10
Retrieve articles in all journals with MSC: 65F10