Abstract

Richard S. Varga, A comparison of the successive overrelaxation method and semi-iterative methods using Chebyshev polynomials, J. Soc. Indust. Appl. Math. 5 (1957), 39-46. MR 19, p. 772. Zbl. 80, p. 107.

1. Introduction. It is the main purpose of this paper to compare the mean rates of convergence of two well-known schemes for solving self-adjoint partial difference equations of elliptic type: the Young-Frankel [6,1] successive overrelaxation method, and the semi-iterative Chebyshev polynomial method as described by Lanczos [2, p.42], Stiefel [3], and others. More generally, the analysis is applicable to any matrix equation of the form...