On the optimal selection of the relaxation constant in the JOR method
Slobodan Lakić, Ferenc Szidarovszky · Journal of Numerical Analysis and Approximation Theory · 2003
In this paper we suggest a method for the quasi-optimal selection of the relaxation constant in the Jacobi overrelaxation (JOR) method. It is assumed that the eigenvalues of the coefficient matrix belong to a rectangular region. Our estimates may lead to better parameter choices than earlier results on circular regions.