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Title

On the modified successive overrelaxation method
Authors

I.K. Youssef
A.A. Taha
Journal / Anthology

Applied Mathematics and Computation
Year: 2013
Volume: 219
Page range: 46014613
Description

New forms of the modified successive overrelaxation (MSOR); MKSOR, MKSOR1 and MKSOR2 are introduced. These forms depend on the updated successive overrelaxation method (KSOR) and the combination of the SOR and the KSOR methods. We present analysis of the convergence of the MKSOR methods with fixed parameters for solving linear system of equations AX b, where A belongs to a subclass of consistently ordered matrices. These matrices appear in the numerical treatment of elliptic partial differential equations corresponding to the red black ordering. Also, functional relations for the eigenvalues of the iteration matrices of the Jacobi, the MKSOR methods and the relaxation parameters are established. A general representative numerical example illustrating this treatment is considered. Different values of the relaxation parameters are used on each set of equations. We have implemented our treatment using computer algebra software Mathematica 8.0. New results on this subject are presented and compared with those of Young. This approach is promising and will help in the numerical treatment of boundary value problems. Other extensions and applications for further work are mentioned.
Subject

*Applied Mathematics
Keywords

SOR, KSOR, MSOR, MKSOR, iterative methods