Abstract

The symmetric successive overrelaxation (SSOR) iterative method is applied to the solution of the system of linear equations A x= b , where A is an n× n nonsingular matrix. We give bounds for the spectral radius of the SSOR iterative matrix when A is an Hermitian positive definite matrix, and when A is a nonsingular M-matrix. Then, we discuss the convergence of the SSOR iterative method associated with a new splitting of the matrix A which extends the results of Varga and Buoni [1].

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