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Article . 1995
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BIT Numerical Mathematics
Article . 1995 . Peer-reviewed
License: Springer TDM
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zbMATH Open
Article . 1995
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Exact SOR convergence regions for a general class ofp-cyclic matrices

Exact SOR convergence regions for a general class of \(p\)-cyclic matrices
Authors: Hadjidimos, A.; Noutsos, D.; Tzoumas, M.;

Exact SOR convergence regions for a general class ofp-cyclic matrices

Abstract

To solve the system \(Ax= b\) by successive overrelaxation (SOR), the iteration is \(x^{m+ 1}= {\mathcal L} x^m+ c\) with \({\mathcal L}= (I- \omega L)^{- 1}[(1- \omega)I+ \omega U]\), \(c= \omega(I- \omega L)^{- 1} D^{- 1} b\), with \(\omega\) the relaxation parameter. Here \(A\) is a \(p\times p\) block matrix and \(A= L+ D+ U\) is the usual decomposition in lower, diagonal and upper block parts. It is assumed that the Jacobi matrix \(B= I- D^{- 1} A\) is weakly cyclic, i.e., that it is generated from a block diagonal matrix by a cyclic permutation which can not be split in subcycles. Convergence of the SOR method depends on the spectrum \(\sigma({\mathcal L})\) of \(\mathcal L\) being inside or outside a disk centered at the origin. Since there is a relation between the spectra \(\sigma(B)\) and \(\sigma({\mathcal L})\), there is a largest region in the complex plane containing \(\sigma(B)\) for which the method converges. This region is described in this paper. Also an answer is given to the question for what pairs \((\rho(B),\omega)\) (\(\rho(B)\) is the spectral radius of \(B\)) the method does converge. To describe these regions, extensive use is made of hypocycloid curves in the complex plane. The usefulness of these curves follows naturally from the relation between \(\sigma(B)\) and \(\sigma({\mathcal L})\). Especially the case \(p= 5\) is studied in more detail and explicit formulas are given. The paper generalizes many exemplary results that were previously obtained by several authors.

Countries
Greece, United States
Keywords

spectral radius, linear-systems, Iterative numerical methods for linear systems, p-cyclic matrices, SOR method, Computer Sciences, hypocycloid curves, convergence regions, sor method, relaxation parameter, \(p\)-cyclic block matrices, overrelaxation, Jacobi matrix, least-squares problems, iterative methods, iterative euler methods, successive overrelaxation, hypocycloids

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green