An error bound for the USAOR method

作者:Liu, Fu Ti; Huang, Ting Zhu*
来源:Journal of Computational and Applied Mathematics, 2007, 205(1): 608-616.
DOI:10.1016/j.cam.2006.05.017

摘要

Suppose Ax = b is a system of linear equations where the matrix A is symmetric positive definite and consistently ordered. A bound for the norm of the error epsilon k = x - x(k) of the USAOR method in terms of the norms of delta(k) = x(k) - x(k-1) and delta(k+1) = x(k+1)-x(k) and their inner product are derived.

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