Minimization of ℓ 2 -norms of the SOR and MSOR operators

The average behavior of the SOR method and the MSOR method is studied for matrices whose Jacobian matrix is skew-symmetric matrix. The objective is to find the values of optimal parameters to minimize the ℓ 2 -norm of the SOR and MSOR operators based on the eigenvalue functional given by Yin and Yua...

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Bibliographic Details
Published inJournal of computational and applied mathematics Vol. 192; no. 2; pp. 431 - 444
Main Authors Milléo, Ingrid, Yin, J., Yuan, J.Y.
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.08.2006
Subjects
Average convergence rate
Convergence
Optimal parameters
The MSOR method
The SOR method
Optimal parameters
The SOR method
65F10
Average convergence rate
The MSOR method
Convergence
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Summary:The average behavior of the SOR method and the MSOR method is studied for matrices whose Jacobian matrix is skew-symmetric matrix. The objective is to find the values of optimal parameters to minimize the ℓ 2 -norm of the SOR and MSOR operators based on the eigenvalue functional given by Yin and Yuan [Appl. Math. Comput. 127 (2002) 327–333].
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2005.03.078