Analysis of block-sor iteration for the three-dimensional laplacian

Autores: Wenjun Zheng, Zhiqin Zhao
Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 50, Nº 4, 2009, págs. 501-512
Idioma: inglés
DOI: 10.1017/s1446181109000261
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Resumen
- The successive over-relaxation (SOR) iteration method for solving linear systems of equations depends upon a relaxation parameter. A well-known theory for determining this parameter was given by Young for consistently ordered matrices. In this paper, for the three-dimensional Laplacian, we introduce several compact difference schemes and analyse the block-SOR method for the resulting linear systems. Their optimum relaxation parameters are given for the first time. Analysis shows that the value of the optimum relaxation parameter of block-SOR iteration is very sensitive for compact stencils when solving the three-dimensional Laplacian. This paper provides a theoretical solution for determining the optimum relaxation parameter in real applications.