Simple reordering techniques for expanding the convergence radius of first-order iterative techniques

✍ Scribed by A.J. Hughes Hallett; Laura Piscitelli

• Book ID: 104293591
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 148 KB
• Volume: 22
• Category: Article
• ISSN: 0165-1889
• DOI: 10.1016/s0165-1889(98)00014-1

✦ Synopsis

This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations. We use that theorem to show how to reorder equations to improve the speed of convergence of those iterations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements in a nonrecursive system.