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Article

Title: Extrapolation of S. O. R. iterations (English)
Author: Zítko, Jan
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 19
Issue: 2
Year: 1974
Pages: 72-89
Summary lang: English
Summary lang: Czech
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Category: math
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Summary: In the paper, the system of $n$ linear algebraic equations $Ax=b$ with 2-cyclic matrix is considered. Methods are derived which converge to the solution $x$ faster than the optimal successive overrelaxation iterative method. ()
MSC: 65B05
MSC: 65F10
MSC: 65J05
idZBL: Zbl 0293.65020
idMR: MR0381270
DOI: 10.21136/AM.1974.103516
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Date available: 2008-05-20T17:58:15Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/103516
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Reference: [1] A. S. Householder: The Theory of Matrices in Numerical Analysis.Blaisdell Publishing Company 1965. MR 0175290
Reference: [2] D. K. Faddějev, V. N. Faddějevová: Numerical Methods in Linear Algebra.(Numerické metody lineární algebry). SNTL, Praha 1964.
Reference: [3] A. Ralston: A First Course in Numerical Analysis.McGraw-Hill Book Company, 1965. Zbl 0139.31603, MR 0191070
Reference: [4] R. S. Varga: Matrix Iterative Analysis.Prentice-Hall, Englewood Cliffs, New Jersey 1962. MR 0158502
Reference: [5] G. J. Tee: Eigenvectors of the Successive Overrelaxation Process and its Combination with Chebyshev Semi-Iteration.The Computer Journal, Vol. 6, No 3, October 1963, str. 250-263. 10.1093/comjnl/6.3.250
Reference: [6] D. M. Young: Iterative Method for Solving Partial Difference Equation of Elliptic Type.Trans. Amer. Math. Soc. 76, 1954, 92-111. MR 0059635, 10.1090/S0002-9947-1954-0059635-7
Reference: [7] E. Humhal J. Zítko: Contribution to the S.O.R. Method.(Poznámka k superrelaxační metodě). Aplikace matematiky 3, sv. 12, 1967, 161 - 170. MR 0224263
Reference: [8] Л. А. Люстерник: Замечания к численному решению краевых задач уравнения Лапласа и вычислениям собственных значений методом сеток.Tp. Матем. института АН СССР, 1947, 20, 49-64. Zbl 1153.11318, MR 0025825
Reference: [9] I. Marek: On Ljusternik's Method of Improving Convergence of Nonlinear Iterative Sequences.CMUC 6, 3, 1965, 371-380. MR 0196901
Reference: [10] И. Марек: Об одном методе ускорения сходимости итерационных процесов.ЖВМиМФ, Том 2, Но 6, 1962, 963-971. Zbl 1005.68507, MR 0152112
Reference: [11] С. G. Broyden: Some Generalizations of the Theory of Successive Over-Relaxation.Numer. Math. 6, Heft 4, 1964, 269-284. MR 0171378, 10.1007/BF01386075
Reference: [12] L. A. Hageman R. B. Kellogg: Estimating Optimum Overrelaxation Parameter.Math. of Соmр., January 1968, Vol. 22, No 101, 60-68. MR 0229371
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