On preconditioned msor iterations^†

^†This work was supported by Junta Nacional de Investigaçào Cientifica and British Council.

Abstract

In this paper we prove that, under certain assumptions, the Modified Successive Overrelaxation (MSOR) method applied to a preconditioned linear systems gives improvements in the rate of convergence for some classes of matrices.

Keywords:

• Linear system
• iterative method
• preconditioning
• modified successive overrelaxation (MSOR) method

C.R. Categories:

• G.1.3

^†This work was supported by Junta Nacional de Investigaçào Cientifica and British Council.

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

^∗∗Instituto Superior de Contabilidate Administraço de Coimbra, 3000 Coimbra, Portugal.

^†This work was supported by Junta Nacional de Investigaçào Cientifica and British Council.

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

^∗∗Instituto Superior de Contabilidate Administraço de Coimbra, 3000 Coimbra, Portugal.

Notes

^†This work was supported by Junta Nacional de Investigaçào Cientifica and British Council.

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

^∗∗Instituto Superior de Contabilidate Administraço de Coimbra, 3000 Coimbra, Portugal.