Preconditioning the linear system for the sor method

Abstract

In the literature very little is known about preconditioning the linear system for the successive overrelaxation (SOR) method. In this paper we investigate how the convergence rate of the SOR method is affected if the linear system is preconditioned by one Gauss-Jordan elimination. It is shown that under some conditions the SOR method applied to the preconditioned system gives improvement in the rate of convergence.

Keywords:

• Linear system
• iterative method
• rate of convergence
• successive overrelaxation (SOR) method
• preconditioned linear system
• preconditioned SOR method

C.R. Categories:

• G.1.3