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Over- and underrelaxation for linear systems with weakly cyclic Jacobi matrices of index p. (English) Zbl 0624.65027

Es wird das SOR-Verfahren mit Parameter \(\omega\) zur Lösung des linearen Gleichungssystems \(x=Bx+b\) studiert, wobei B von der Form \[ B= \begin{pmatrix}0& 0&.&.& 0& B_ 1 \\ B_ 2& 0&.&.& 0& 0 \\ .&.&.&.&.&.\\ 0& 0&.&.& B_ p& 0 \end{pmatrix} \] ist. Teils bekannte, teils neue Ergebnisse betreffend (i) den Zusammenhang zwischen den Eigenwerten von B und den Eigenwerten der Iterationsmatrix des SOR-Verfahrens, (ii) das exakte Intervall derjenigen \(\omega\), die zu konvergenten SOR-Verfahren führen und (iii) den optimalen Parameter \(\omega_{opt}\) werden mit einer neuen Methode hergeleitet. Grundlage dieser Methode ist die Feststellung, daß das SOR-Verfahren für obiges System genau dann konvergiert, wenn dies auch das p-stufige Verfahren \(x^{(m)}=\omega Bx^{(m-1)}+(1-\omega)x^{(m-p)}+\omega b,\) \(m=p,p+1,...\), tut. Insbesondere werden die Fälle studiert, in denen \(B^ p\) nur reelle und nichtnegative oder nichtpositive Eigenwerte besitzt.
Reviewer: O.Hübner

MSC:

65F10 Iterative numerical methods for linear systems
Full Text: DOI

References:

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