Upper bounds of the spectral radii of some iterative matrices. (English) Zbl 0704.65016
For the iterative solution of a system of linear equations \(Ax=b\), where A is assumed to be a nonsingular H-matrix, the SOR and its symmetric version SSOR as well as the accelerated overrelaxation AOR and its symmetric variant SAOR are considered. Using the concept of optimally scaled matrices and an estimate of \(\| M^{-1}N\|_{\infty}\) upper bounds of the spectral radii of the corresponding iteration matrices are derived that improve some known results. Moreover, it is shown that the upper bounds of the spectral radii for SOR and AOR are sharp by using a special class of matrices A.
Reviewer: H.R.Schwarz
MSC:
65F10 | Iterative numerical methods for linear systems |
15A42 | Inequalities involving eigenvalues and eigenvectors |