预条件SOR迭代法和AOR迭代法的比较

Comparison Theorems between the Preconditioned SOR Iterative Method and the AOR Iterative Method

研究M-矩阵类的预条件SOR迭代法,将其与相应矩阵的AOR迭代法进行比较,得到它们收敛性的比较定理,并从理论上证明预条件SOR迭代法优于AOR迭代法。

The M-matrix precondition is considered to be applied to the SOR iterative method. And the preconditoned SOR method are compared with the AOR iterative method. Comparison theorems for the convergence of the methods is obtained and in theory it is proved that the preconditoned SOR method is superior to the AOR iterative method.