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Best Cyclic Repartitioning for Optimal Successive Overrelaxation Convergence

Source :
SIAM Journal on Matrix Analysis and Applications; January 1992, Vol. 13 Issue: 1 p102-120, 19p
Publication Year :
1992

Abstract

In this paper, the successive overrelaxation (SOR) method for the solution of a linear system whose matrix coefficient Ais block p-cyclic consistently ordered is discussed. In recent works, many researchers considered some “natural” assumptions on the spectrum $\sigma (J_p )$ of the block Jacobi matrix $J_p $ associated with Aand answered the following question: What is the repartitioning of Ainto a block q-cyclic form $(2\leqq q\leqq p)$ which yields the best optimal SOR method for the solution of the given system? In this paper, the same question is answered in the most general case considered so far, that is, under the assumption $\sigma (J_p^p ) \subset [ - \alpha ^p ,\beta ^p ] \subset \mathbb{R}\backslash \{ [1,\infty )\} ,\alpha ,\beta \geqq 0$. It is also shown that the results in all previous works are recovered as particular subcases of the case considered here.

Details

Language :
English
ISSN :
08954798 and 10957162
Volume :
13
Issue :
1
Database :
Supplemental Index
Journal :
SIAM Journal on Matrix Analysis and Applications
Publication Type :
Periodical
Accession number :
ejs29932298
Full Text :
https://doi.org/10.1137/0613010