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Article
The SOR-k Method for Linear System with P-Cyclic Matrices
International Journal of Computer Mathematics
  • Liancheng Wang, Kennesaw State University
  • Jiehua Zhu, Georgia Southern University
  • Xiezhang Li, Georgia Southern University
Document Type
Article
Publication Date
1-1-2010
DOI
10.1080/00207160802464605
Disciplines
Abstract

Let the system matrix of a linear system be p-cyclic and consistently ordered. Under the assumption that the pth power of the associated Jacobi matrix has only non-positive eigenvalues, it is known that the optimal spectral radius of the SOR-k iteration matrix is strictly increasing as k increases from 2 to p. In this paper, we first show that the optimal parameter of the SOR-k method as a function of k is strictly increasing. The behaviour of the spectral radius of the SOR-k method (for fixed parameter) is then studied.

Citation Information
Liancheng Wang, Jiehua Zhu and Xiezhang Li. "The SOR-k Method for Linear System with P-Cyclic Matrices" International Journal of Computer Mathematics Vol. 87 Iss. 8 (2010) p. 1785 - 1794 ISSN: 1029-0265
Available at: http://works.bepress.com/jiehua_zhu/4/