The Preconditioned SOR Iterative Method for Positive Definite Matrices

Yu-Qin Bai, Yan-Ping Xiao and Wei-Yuan Ma

Journal of Applied Mathematics, 2013, vol. 2013, 1-4

Abstract:

We present several iterations for preconditioners introduced by Tarazaga and Cuellar (2009), and study the convergence of the method for solving a linear system whose coefficient matrix is positive definite matrices, and we also find that they complete very well with the SOR iteration, which is shown through numerical examples.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:732834

DOI: 10.1155/2013/732834

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