A New Convergence Theorem for Successive Overrelaxation Iterations

Andrew Hughes Hallett and Laura Piscitelli

Computational Economics, 1999, vol. 13, issue 2, 163-75

Abstract: This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations 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 non-recursive system. Citation Copyright 1999 by Kluwer Academic Publishers.

Date: 1999
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