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Extensions of the Ostrowski-Reich theorem in AOR iterations. (Chinese. English summary) Zbl 0603.65017

The Ostrowski-Reich theorem (O-R theorem) states that for a system \(Ax=b\) of linear equations with A nonsingular, if A is Hermitian and if the diagonal of A is positive, then the SOR method converges for each relaxation parameter in (0,2) if and only if A is positive definite. In this paper, we define a generalized AOR method and generalize the O-R theorem to the AOR method. Our results imply the O-R theorem.

MSC:

65F10 Iterative numerical methods for linear systems