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On performance of SOR method for solving nonsymmetric linear systems. (English) Zbl 1002.65039

Author’s summary: The main subject of the paper is the study of the performance of successive overrelaxation (SOR) algorithms for solving linear systems of the type arising from the difference approximation of nonself-adjoint two-dimensional elliptic partial differential equations. A special attention is paid to the development of efficient techniques for determining the optimum relaxation parameter providing the maximum rate of convergence. Four models of the behaviour of the spectral radius of the SOR matrix as a function of relaxation parameter are analyzed. Numerical experiments are performed for several problems with nonsymmetric coefficient matrices taken from the literature. A comparison of results of the line-SOR method with the results obtained from different generalized minimal residual algorithms shows that with the computational work comparable for both methods, the line-SOR method provides the solutions of considered problems with the second norm of the error vector a few orders lesser in the magnitude.

MSC:

65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices
65Y20 Complexity and performance of numerical algorithms
65N06 Finite difference methods for boundary value problems involving PDEs
35J25 Boundary value problems for second-order elliptic equations
65N15 Error bounds for boundary value problems involving PDEs
Full Text: DOI

References:

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