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On Generalized Jacobi, Gauss-Seidel and SOR Methods (1806.07682v1)
Published 20 Jun 2018 in math.NA
Abstract: In this paper generalization of Jacobi and Gauss-Seidel methods, introduced by Salkuyeh in 2007, is studied. In particular, convergence criteria for these methods are discussed. A generalization of successive overrelaxation~(SOR) method is proposed, and its convergence properties for various classes of matrices are discussed. Advantages of generalized SOR method are established through numerical experiments.
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