Convergence analysis of the new splitting preconditioned SOR‐type iterative methods for the linear system
Gang Lei, Jianhong Yang, Yihu Chen, Jianwei Yang, Jian Li · Numerical Methods for Partial Differential Equations · 2014
In this article, we mainly analyze and develop three different SOR‐type iterative methods with parameter based on the preconditioned for the linear system. We present some comparison theorems on preconditioned iterative methods, and the results show that the rate of convergence of these new splitting preconditioned Successive Overrelaxation (SOR) iterative methods with parameter is faster than that of the general preconditioned iterative methods and the classical SOR iterative methods. Finally, numerical results completely agree with theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1716–1726, 2014