Minimization of l(2)-norms of the SOR and MSOR operators

摘要

The average behavior of the SOR method and the MSOR method is studied for matrices whose Jacobian matrix is skew-symmetric matrix. The objective is to find the values of optimal parameters to minimize the l(2)-norm of the SOR and MSOR operators based on the eigenvalue functional given by Yin and Yuan [Appl. Math. Comput. 127 (2002) 327-333]. (c) 2005 Elsevier B.V. All rights reserved.