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Numerical Analysis and Applications

2013 year, number 1

Comparison analysis for improving preconditioned SOR-type iterative method

Najafi H. Saberi, S.A. Edalatpanah
Keywords: preconditioning, comparison theorems, spectral radius, SOR, L-, M-matrix

Abstract

In this article, on the basis of nonnegative matrices, some preconditioners from class of (I+S)-type based on the SOR method have been studied. Moreover, we prove the monotonicity of spectral radiuses of iterative matrices with respect to the parameters in [12]. Also, some splittings and preconditioners are compared and derived by comparisons. A numerical example is also given to illustrate our results.