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A New Convergence Theorem for Successive Overrelaxation Iterations

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  • Hughes Hallett, A J
  • Piscitelli, Laura

Abstract

This paper contains a new convergence theorem for Gauss-Seidel (SOR) iterations for an arbitrary equation system. We use that theorem to show how to reorder equations and to extend their radius of convergence. It is not generally optimal to minimise the number or size of the above diagonal elements in a non-recursive system. Citation Copyright 1999 by Kluwer Academic Publishers.

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  • Hughes Hallett, A J & Piscitelli, Laura, 1999. "A New Convergence Theorem for Successive Overrelaxation Iterations," Computational Economics, Springer;Society for Computational Economics, vol. 13(2), pages 163-175, April.
    • Handle: RePEc:kap:compec:v:13:y:1999:i:2:p:163-75
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    1. Hallett, A. J. Hughes & Piscitelli, Laura, 1998. "Simple reordering techniques for expanding the convergence radius of first-order iterative techniques," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1319-1333, August.

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