Abstract
In this paper, the optimal iteration parameters of the symmetric successive overrelaxation (SSOR) method for a class of block two-by-two linear systems are obtained, which result in optimal convergence factor. An accelerated variant of the SSOR (ASSOR) method is presented, which significantly improves the convergence rate of the SSOR method. Furthermore, a more practical way to choose iteration parameters for the ASSOR method has also been proposed. Numerical experiments demonstrate the efficiency of the SSOR and ASSOR methods for solving a class of block two-by-two linear systems with the optimal parameters.
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This work was supported by the National Natural Science Foundation of China (No. 11271174, 11511130015).
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Liang, ZZ., Zhang, GF. On SSOR iteration method for a class of block two-by-two linear systems. Numer Algor 71, 655–671 (2016). https://doi.org/10.1007/s11075-015-0015-5
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DOI: https://doi.org/10.1007/s11075-015-0015-5
Keywords
- Block two-by-two matrices
- Complex symmetric linear systems
- Symmetric SOR method
- Convergence
- Optimal parameter