An error bound for the SSOR and USSOR methods (Q1906793)

This paper considers the use of symmetric successive overrelaxation (SSOR) and unsymmetric (USSOR) methods to approximate the solution \(x^*\) of the linear system \(Ax= b\). In each case the authors establish a bound for the norm of the error of the \(n\)th iterate, \(\varepsilon_n= x^*- x_n\), in terms of the norms of \(\delta_n= x_n- x_{n- 1}\) and \(\delta_{n+ 1}= x_{n+ 1}- x_n\).