1. Preconditioning the linear system for the sor method
- Author
-
D. J. Evans and Li Changjun
- Subjects
Mathematical optimization ,Iterative method ,Applied Mathematics ,Linear system ,Jacobi method ,Computer Science::Numerical Analysis ,Mathematics::Numerical Analysis ,Computer Science Applications ,symbols.namesake ,Computational Theory and Mathematics ,Rate of convergence ,Gaussian elimination ,Convergence (routing) ,symbols ,Applied mathematics ,Mathematics - Abstract
In the literature very little is known about preconditioning the linear system for the successive overrelaxation (SOR) method. In this paper we investigate how the convergence rate of the SOR method is affected if the linear system is preconditioned by one Gauss-Jordan elimination. It is shown that under some conditions the SOR method applied to the preconditioned system gives improvement in the rate of convergence.
- Published
- 1998