Convergence of GAOR method for doubly diagonally dominant matrices (Q535444)

For linear systems \(Hy = f\) with \(H\) doubly diagonally dominant the generalized accelerated overrelaxation method (GAOR) is a two parameter iterative solver. This paper finds bounds for the spectral radius of its iteration matrix \(L_{\omega,r}\) and applies these to find regions for the two parameters \(\omega\) and \(r\) in which GAOR converges. Computed examples are included.