Convergence of the unsymmetric successive overrelaxation method for SDD matrices


Ljiljana Cvetković, Nataša Krejić




In this paper a class of SDD matrices is considered for two reasons. First, for this subclass of H-matrices convergence area, which depends only on the matrix elements, is derived, so it is easy to calculate. This area can be wider than the known one for the H-matrices. Second, convergence results for the SDD matrices can be generalized to the whole class of H-matrices using the fact that for every H-matrix $A$ there exists a regular diagonal matrix $W$ such that $AW$ is an SDD matrix.