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