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Mathematics of Computation

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Determination of the $D^ {1/2}$-norm of the SOR iterative matrix for the unsymmetric case


Authors: D. J. Evans and C. Li
Journal: Math. Comp. 53 (1989), 203-218
MSC: Primary 65F10; Secondary 65N99
DOI: https://doi.org/10.1090/S0025-5718-1989-0969486-1
MathSciNet review: 969486
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Abstract: This paper is concerned with the determination of the Jordan canonical form and ${D^{1/2}}$-norm of the SOR iterative matrix derived from the coefficient matrix A having the form \[ A = \left ( {\begin {array}{*{20}{c}} {D1} \hfill & { - H} \hfill \\ {{H^T}} \hfill & {{D_2}} \hfill \\ \end {array} } \right )\] with ${D_1}$ and ${D_2}$ symmetric and positive definite. The theoretical results show that the Jordan form is not diagonal, but has only q principal vectors of grade 2 and that the ${D^{1/2}}$-norm of ${\mathcal {L}_{{\omega _b}}}$ (${\omega _b}$, the optimum parameter) is less than unity if and only if $\bar \mu = \rho (B)$, the spectral radius of the associated Jacobi iterative matrix, is less than unity. Here q is the multiplicity of the eigenvalue $i\bar \mu$ of B.


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Keywords: SOR iterative matrix, <IMG WIDTH="48" HEIGHT="23" ALIGN="BOTTOM" BORDER="0" SRC="images/img1.gif" ALT="${D^{1/2}}$">-norm, spectral radius, spectral norm and Jordan canonical form
Article copyright: © Copyright 1989 American Mathematical Society