On the convergence of the extrapolated aor method

Abstract

In this paper we consider the EAOR iterative method presented by Jin Yuan [16] which offers some advantages when compared with the accelerated overrelaxation method (AOR). The convergence of the new method is analysed for various kinds of matrices, namely when the matrix of the linear system is positive definite, an H-matrix, a block H-matrix or when it belongs to the class C ₁

Keywords:

• Accelerated over-relaxation method
• extrapolation
• diagonally dominant matrix
• H-matrix

C.R. CATEGORIE:

• G.1.3

Dept. of Mathematics, University of Coimbra, 3000 Coimbra, Portugal.

Dept. of Mathematics, University of Coimbra, 3000 Coimbra, Portugal.

Notes

Dept. of Mathematics, University of Coimbra, 3000 Coimbra, Portugal.