Minimization of ℓ2-norms of the SOR and MSOR operators

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摘要

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 ℓ2-norm of the SOR and MSOR operators based on the eigenvalue functional given by Yin and Yuan [Appl. Math. Comput. 127 (2002) 327–333].

论文关键词：65F10,The SOR method,The MSOR method,Convergence,Average convergence rate,Optimal parameters

论文评审过程：Received 13 November 2004, Available online 22 July 2005.

论文官网地址：https://doi.org/10.1016/j.cam.2005.03.078