Improved SOR Method with Orderings and Direct Methods

Emiko Ishiwata, Yoshiaki Muroya

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

A generalized SOR method with multiple relaxation parameters is considered for solving a linear system of equations. Optimal choices of the parameters are examined under the assumption that the coefficient matrix is tridiagonal and regular. It is shown that the spectral radius of the iterative matrix is reduced to zero for a pair of parameter values which is computed from the pivots of the Gaussian elimination applied to the system. A proper choice of orderings and starting vectors for the iteration is also proposed. When the system is well-conditioned, it is solved stably by Gaussian elimination; there is little advantage in using an iterative method. However, when the system is ill-conditioned, the direct method is not necessarily stable and it is often required to improve the numerical solution by a certain iterative algorithm. Some numerical examples are presented which show that the proposed method is more efficient than the standard iterative refinement method. It is also discussed how to apply our technique to a class of systems which includes Hessenberg systems.

Original languageEnglish
Pages (from-to)175-193
Number of pages19
JournalJapan Journal of Industrial and Applied Mathematics
Volume16
Issue number2
DOIs
Publication statusPublished - 1 Jan 1999

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Keywords

  • Improved iterative method with orderings
  • Improved SOR method with orderings
  • Practical algorithms
  • Selection of multiple relaxation parameters
  • UL factorization

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