Comparison Results Between Preconditioned Jacobi and the AOR Iterative Method

(整期优先)网络出版时间:2007-04-14
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ThelargescalelinearsystemswithM-matricesoftenappearinawidevarietyofareasofphysical,fluiddynamicsandeconomicsciences.Itisreportedin[1]thattheconvergencerateoftheIMGSmethod,withthepreconditionerI+S_α,issuperiortothatofthebasicSORiterativemethodfortheM-matrix.ThispaperconsidersthepreconditionedJacobi(PJ)methodwiththepreconditionerP=I+S_α+S_β,andprovestheoreticallythattheconvergencerateofthePJmethodisbetterthanthatofthebasicAORmethod.Numericalexamplesareprovidedtoillustratethemainresultsobtained.