An extension of the accelerated overrelaxation (AOR) theory for linear systems with Hermitian matrix

摘要

In this paper the convergence theory of the Accelerated Overrelaxation (AOR) method, for the solution of the linear system Ax = b, where A is Hermitian (AH = A), is studied, under the general splitting A = D − E − EH, where D is Hermitian and E = 12( D − A + S) with SH = − S. The purpose of the paper is to cover the case, where D is Hermitian and negative definite (the case where D is Hermitian and positive definite was covered in [8]).