A Proposal of IDR(s)-SOR Method

  • Fujino Seiji
    Research Institute for Information Technology, Kyushu University
  • Sonneveld Peter
    Delft Institute of Applied Mathematics, Delft University of Technology
  • Onoue Yusuke
    Graduate School of Information Science and Electrical Engineering, Kyushu University
  • van Gijzen Martin B.
    Delft Institute of Applied Mathematics, Delft University of Technology

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Other Title
  • IDR(s)-SOR法の提案
  • IDR s SORホウ ノ テイアン

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Abstract

A rich variety of iterative methods based on IDR (Induced Dimension Reduction) Theorem have been proposed, and their excellent convergence attracts attention. We construct an accelerated variant of IDR(s) method using the iteration matrix of the SOR (Successive Over-Relaxation) method. In this paper, we propose IDR(s)-based SOR method. A number of numerical experiments verify efficiency and robustness of convergence of the IDR(s)-based SOR method compared with several conventional iterative methods.

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