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A Feasible Approach to Determine the Optimal Relaxation Parameters in Each Iteration for the SOR Method

Chein-Shan Liu

Journal of Mathematics Research, 2021, vol. 13, issue 1, 1

Abstract: The paper presents a dynamic and feasible approach to the successive over-relaxation (SOR) method for solving large scale linear system through iteration. Based on the maximal orthogonal projection technique, the optimal relaxation parameter is obtained by minimizing a derived merit function in terms of right-hand side vector, the coefficient matrix and the previous step values of unknown variables. At each iterative step, we can quickly determine the optimal relaxation value in a preferred interval. When the theoretical optimal value is hard to be achieved, the new method provides an alternative choice of the relaxation parameter at each iteration. Numerical examples confirm that the dynamic optimal successive over-relaxation (DOSOR) method outperforms the classical SOR method.

JEL-codes: R00 Z0 (search for similar items in EconPapers)
Date: 2021
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Handle: RePEc:ibn:jmrjnl:v:13:y:2021:i:1:p:1