Error Bounds for the SSOR Semi-Iterative Method
Lala B. Krishna · SIAM Journal on Algebraic and Discrete Methods · 1985
The SSOR semi-iterative method is applied to the system of linear equations $A{\bf x}={\bf b}$, where A is an $n \times n$ Hermitian positive definite matrix. We find the bounds for the A-norm of the error vector in terms of the spectral radius of the SSOR iteration matrix.