A New Convergence Theorem for Successive Overrelaxation Iterations.

This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements in a non-recursive system. Citation Copyright 1999 by Kluwer Academic Publishers.

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Year of publication:	1999
Authors:	Hallett, Hughes ; J, A ; Piscitelli, Laura
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 13.1999, 2, p. 163-75
Publisher:	Society for Computational Economics - SCE

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005808960