Abstract
Since the development of the "SOR'' method by David Young [3], there has been a strong interest to use more than one parameter for SOR to improve the convergence [13], [14], [15] and [16].
D. Young himself considered a two parametric method called "MSOR''. The two parameters weight the diagonal of positive-definite and consistently ordered 2-cyclic matrix [6], removing Young's hypothesis that the eigenvalues of Jacobi iteration matrix must all be real. We prove for certain cases that when "SOR'' diverges, the two parametric method converges.
Citation
Saadat Moussavi. "Accelerated MSOR Method." Missouri J. Math. Sci. 5 (1) 24 - 38, Winter 1993. https://doi.org/10.35834/1993/0501024
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