A New Version of the Accelerated Overrelaxation Iterative Method

Hadjidimos (1978) proposed a classical accelerated overrelaxation (AOR) iterative method to solve the system of linear equations, and discussed its convergence under the conditions that the coefficient matrices are irreducible diagonal dominant, L-matrices, and consistently orders matrices. In this...

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Bibliographic Details
Main Authors: Shi-Liang Wu, Yu-Jun Liu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/725360
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Summary:Hadjidimos (1978) proposed a classical accelerated overrelaxation (AOR) iterative method to solve the system of linear equations, and discussed its convergence under the conditions that the coefficient matrices are irreducible diagonal dominant, L-matrices, and consistently orders matrices. In this paper, a new version of the AOR method is presented. Some convergence results are derived when the coefficient matrices are irreducible diagonal dominant, H-matrices, symmetric positive definite matrices, and L-matrices. A relational graph for the new AOR method and the original AOR method is presented. Finally, a numerical example is presented to illustrate the efficiency of the proposed method.
ISSN:1110-757X
1687-0042