A New Convergence Theorem for Successive Overrelaxation Iterations
This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements in a non-recursive system. Citation Copyright 1999 by Kluwer Academic Publishers.
Volume (Year): 13 (1999)
Issue (Month): 2 (April)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/economics/economic+theory/journal/10614/PS2|
When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:13:y:1999:i:2:p:163-75. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.