Summary
An upper bound on the optimum relaxation factor for use with the successive overrelaxation method is derived for a class of linear systems arising from the numerical solution by finite difference methods of a boundary value problem involving the self-adjoint differential equation
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References
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Work on this paper was supported in part by the U. S. Army Research Office (Durham) through Grant DA-ARO(D)-31-124-G 1050 and by the National Science Foundation through Grant GP-8442 with The University of Texas at Austin.
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Young, D.M. A bound for the optimum relaxation factor for the successive overrelaxation method. Numer. Math. 16, 408–413 (1971). https://doi.org/10.1007/BF02169150
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DOI: https://doi.org/10.1007/BF02169150