Article ID Journal Published Year Pages File Type
4627609 Applied Mathematics and Computation 2014 9 Pages PDF
Abstract

This paper presents a practical asymptotical optimal successive over-relaxation (SOR) method for solving the large sparse linear system. Based on two optimization models, asymptotically optimal relaxation factors are given, which are computed by solving the low-order polynomial equations in each iteration. The coefficients of the two polynomials are determined by the residual vector and the coefficient matrix A of the real linear system. The numerical examples show that the new methods are more feasible and effective than the classical SOR method.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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