A Note on the Convergence of the Generalized AOR Iterative Method for Linear Systems

Recently, some convergent results of the generalized AOR iterative (GAOR) method for solving linear systems with strictly diagonally dominant matrices are presented in [Darvishi, M.T., Hessari, P.: On convergence of the generalized AOR method for linear systems with diagonally dominant cofficient matrices. Appl. Math. Comput. 176, 128-133 (2006)] and [Tian, G.X., Huang, T.Z., Cui, S.Y.: Convergence of generalized AOR iterative method for linear systems with strictly diagonally dominant cofficient matrices. J. Comp. Appl. Math. 213, 240-247 (2008)]. In this paper, we give the convergence of the GAOR method for linear systems with strictly doubly diagonally dominant matrix, which improves these corresponding results.





References:
[1] Darvishi, M.T., Hessari, P.: On convergence of the generalized AOR
method for linear systems with diagonally dominant cofficient matrices.
Appl. Math. Comput. 176(2006), 128-133.
[2] Tian, G.X., Huang, T.Z., Cui, S.Y.: Convergence of generalized AOR
iterative method for linear systems with strictly diagonally dominant
cofficient matrices. J. Comp. Appl. Math. 213(2008), 240-247.
[3] Yuan, J.Y.: Numerical methods for generalized least squares problems. J.
Comp. Appl. Math. 66, 571-584 (1996).
[4] Yuan, J.Y., Jin, X.Q.: Convergence of the generalized AOR method. Appl.
Math. Comput. 99(1999), 35-46.
[5] Searle, S., Casella, G., McCulloch, C.: Variance Components. Wiley
Interscience, New York, 1992.
[6] Hadjidimos, A.: Accelerated overralation method. Math. Comput.
32(141)(1978), 149-157.
[7] Hadjidimos, A., Yeyios, A.: The principle of extrapolation in connection
with the accelerated overralation method. Linear Algebra Appl. 30(1980),
115-128.
[8] Li, Hou-Biao, Huang, T. Z. and Li H., An improvement on a new upper
bound for moduli of eigenvalues of iterative matrices, Appl. Math. Comp.
173(2006), 977-984.
[9] Huang, T. Z., Gao Zh. X., A new upper bound for moduli of eigenvalues
of iterative matrices, Intern. J. Computer Math., 80(6)(2003), 799-803.