On the Line Successive Overrelaxation Method
نویسندگان
چکیده
منابع مشابه
On the Successive Overrelaxation Method
Problem statement: A new variant of the Successive Overrelaxation (SOR) method for solving linear algebraic systems, the KSOR method was introduced. The treatment depends on the assumption that the current component can be used simultaneously in the evaluation in addition to the use the most recent calculated components as in the SOR method. Approach: Using the hidden explicit characterization ...
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Keywords: SOR KSOR MSOR MKSOR and iterative methods a b s t r a c t New forms of the modified successive overrelaxation (MSOR); MKSOR, MKSOR1 and MKSOR2 are introduced. These forms depend on the updated successive overrelaxation method (KSOR) and the combination of the SOR and the KSOR methods. We present analysis of the convergence of the MKSOR methods with fixed parameters for solving linear ...
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Norms, primarily of theoretical interest, of the successive overrelaxation method, with a relaxation parameter other than the optimum one, are studied. New results on this subject are presented and compared with those of Wachspress [8].
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We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The H+-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the th...
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A new variant of the accelerated over relaxation (AOR) method for solving systems of linear algebraic equations, the KAOR method is established. The treatment depends on the use of the extrapolation techniques introduced by Hadjidimos (1978) and the KSOR introduced by Youssef (2012) and its modified version published in (2013). The KAOR is an extrapolation version of the KSOR. This approach has...
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ژورنال
عنوان ژورنال: Applied and Computational Mathematics
سال: 2016
ISSN: 2328-5605
DOI: 10.11648/j.acm.20160503.12