Convergence theory of extrapolated iterative methods for a certain class of non-symmetric linear systems
A variety of iterative methods considered by the author and \textit{D. J. Evans} [SIAM J. Numer. Anal. 18, 591-596 (1981; Zbl 0464.65018)] are applied to linear algebraic systems of the form \(Au=b\), where the matrix A is consistently ordered and the iteration matrix of the Jacobi method is skew-symmetric. The related theory of convergence is developed and the optimum values of the parameters involved for each considered scheme are determined. It reveals that under the aforementioned assumptions the extrapolated successive underrelaxation method attains a rate of convergence which is clearly superior over the successive underrelaxation method when the Jacobi iteration matrix is non-singular.
extrapolated successive underrelaxation method
scientific article; zbMATH DE number 3850368