On Generalized Jacobi, Gauss-Seidel and SOR Methods
Numerical Analysis
2018-06-21 v1
Abstract
In this paper generalization of Jacobi and Gauss-Seidel methods, introduced by Salkuyeh in 2007, is studied. In particular, convergence criteria for these methods are discussed. A generalization of successive overrelaxation~(SOR) method is proposed, and its convergence properties for various classes of matrices are discussed. Advantages of generalized SOR method are established through numerical experiments.
Keywords
Cite
@article{arxiv.1806.07682,
title = {On Generalized Jacobi, Gauss-Seidel and SOR Methods},
author = {Manideepa Saha and Jahnavi Chakrabarty},
journal= {arXiv preprint arXiv:1806.07682},
year = {2018}
}