预条件SOR迭代法的收敛性及其应用

Convergence of A Preconditioned SOR Iterative Method and It's applications

本文给出了以(I?S?R?Q)为预条件矩阵的预条件SOR迭代法,证明了迭代法的收敛性,并比较了预条件SOR迭代法与经典SOR迭代法的收敛速度,数值例子也表明了给出结论的正确性。

In this paper, the conditioned （I ＋ s ＋ R ＋ Q） was introduce, we proved precise- auditioned soR iterative method is super to classic soR method. Numeral examples also show the effective of this method.