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Iterative solution of large linear systems

This self-contained treatment offers a systematic development of the theory of iterative methods. Its focal point resides in an analysis of the convergence properties of the successive overrelaxation (SOR) method, as applied to a linear system with a consistently ordered matrix. The text explores th...

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Detalles Bibliográficos
Autores principales: Young, David Matheson, Rheinboldt, Werner
Lenguaje:eng
Publicado: Academic Press 1971
Materias:
Acceso en línea:http://cds.cern.ch/record/103087
Descripción
Sumario:This self-contained treatment offers a systematic development of the theory of iterative methods. Its focal point resides in an analysis of the convergence properties of the successive overrelaxation (SOR) method, as applied to a linear system with a consistently ordered matrix. The text explores the convergence properties of the SOR method and related techniques in terms of the spectral radii of the associated matrices as well as in terms of certain matrix norms. Contents include a review of matrix theory and general properties of iterative methods; SOR method and stationary modified SOR meth