一类特殊矩阵的双因子SOR迭代

Dual factors SOR iteration method for a certain kind of matrix

具有性质A的矩阵总是可以经排列变换化为一种特殊结构的矩阵,对此类特殊结构矩阵导出了双因子SOR迭代格式.数值实例表明,适当地选择双因子,可以取得比普通SOR迭代更好的收敛速度.

For every matrix A with property A, there exists a permutation matrix P such that the permutationed matrix has a special kind of structure, so a new dual factors SOR iterative method be derived for it. Numerical tests show that with appropriate choice of the dual factors, this modifiled SOR iterative method get better results than the ordinary one in many cases.