On the optimal selection of the relaxation constant in the JOR method

In this paper we suggest a method for the quasi-optimal selection of the relaxation constant in the Jacobi overrelaxation (JOR) method. It is assumed that the eigenvalues of the coefficient matrix belong to a rectangular region. Our estimates may lead to better parameter choices than earlier results...

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Bibliographic Details
Main Authors: Slobodan Lakić, Ferenc Szidarovszky
Format: Article
Language:English
Published: Publishing House of the Romanian Academy 2003-02-01
Series:Journal of Numerical Analysis and Approximation Theory
Subjects:
Online Access:https://www.ictp.acad.ro/jnaat/journal/article/view/735