MODIFIED SUCCESSIVE OVERRELAXATION (SOR) TYPE METHODS FOR M-MATRICES

Abstract

The SOR is a basic iterative method for solution of the linear system . Such systems can easily be solved using direct methods such as Gaussian elimination. However, when the coefficient matrix  is large and sparse, iterative methods such as the SOR become indispensable. A new preconditioner for speeding up the convergence of the SOR iterative method for solving the linear system  is proposed. Arising from the preconditioner, two new preconditioned iterative techniques of the SOR method are developed. The preconditioned iterations are applied to the linear system whose coefficient matrix is an matrix. Convergence of the preconditioned iterations is established through standard procedures. Numerical examples and results comparison are in conformity with the analytic results. More so, it is established that the spectral radii of the proposed preconditioned SOR  and  are less than that of the classical SOR, which implies faster convergence.