Optimum accelerated overrelaxation method in a special case
George Avdelas, APOSTOLOS HADJIDIMOS · Mathematics of Computation · 1981
In this paper we give the optimum parameters for the Accelerated Overrelaxation (AOR) method in the special case where the matrix coefficient of the linear system, which is solved, is consistently ordered with nonvanishing diagonal elements. Under certain assumptions, concerning the eigenvalues of the corresponding Jacobi matrix, it is shown that the optimum AOR method gives better convergence rates than the optimum SOR does, while in the remaining cases the optimum AOR method coincides with the optimum SOR one.