Convergence on successive over-relaxed iterative methods for non-Hermitian positive definite linear systems

Abstract

Abstract Some convergence conditions on successive over-relaxed (SOR) iterative method and symmetric SOR (SSOR) iterative method are proposed for non-Hermitian positive definite linear systems. Some examples are given to demonstrate the results obtained.

Keywords

• SOR iterative method
• SSOR iterative method
• non-Hermitian positive definite linear system
• convergence