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Iterative Solution of Large Linear Systems

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This self-contained treatment offers a systematic development of the theory of iterative methods. Its focal point resides in an analysis of the convergence properties of the successive overrelaxation (SOR) method, as applied to a linear system with a consistently ordered matrix. The text explores the convergence properties of the SOR method and related techniques in terms of the spectral radii of the associated matrices as well as in terms of certain matrix norms. Contents include a review ...