A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations
Serdica Journal of Computing, Tome 7 (2013) no. 3, pp. 245-256
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In this paper we propose a refinement of some successive overrelaxation methods based on the reverse Gauss–Seidel method for solving a system of linear equations Ax = b by the decomposition A = Tm − Em − Fm, where Tm is a banded matrix of bandwidth 2m + 1. We study the convergence of the methods and give software implementation of algorithms in Mathematica package with numerical examples.
ACM Computing Classification System (1998): G.1.3.
Keywords:
reverse Gauss–Seidel method, Nekrassov–Mehmke 2 method – (NM2), Successive Overrelaxation method with 1 parameter, based on (NM2) – (SOR1NM2), Successive Overrelaxation method with 2 parameters, based on (NM2) – (SOR2NM2), Refinement of (SOR1NM2)
@article{SJC_2013_7_3_a3,
author = {Kyurkchiev, Nikolay and Iliev, Anton},
title = {A {Refinement} of some {Overrelaxation} {Algorithms} for {Solving} a {System} of {Linear} {Equations}},
journal = {Serdica Journal of Computing},
pages = {245--256},
year = {2013},
volume = {7},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SJC_2013_7_3_a3/}
}
TY - JOUR AU - Kyurkchiev, Nikolay AU - Iliev, Anton TI - A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations JO - Serdica Journal of Computing PY - 2013 SP - 245 EP - 256 VL - 7 IS - 3 UR - http://geodesic.mathdoc.fr/item/SJC_2013_7_3_a3/ LA - en ID - SJC_2013_7_3_a3 ER -
Kyurkchiev, Nikolay; Iliev, Anton. A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations. Serdica Journal of Computing, Tome 7 (2013) no. 3, pp. 245-256. http://geodesic.mathdoc.fr/item/SJC_2013_7_3_a3/