Preface |
Acknowledgments |
Notation |
List of Fundamental Matrix Properties |
List of Iterative Methods |
Introduction / 1.: |
The Model Problem / 1.1.: |
Supplementary Discussion |
Exercises |
Matrix Preliminaries / 2.: |
Review of Matrix Theory / 2.1.: |
Hermitian Matrices and Positive Definite Matrices / 2.2.: |
Vector Norms and Matrix Norms / 2.3.: |
Convergence of Sequences of Vectors and Matrices / 2.4.: |
Irreducibility and Weak Diagonal Dominance / 2.5.: |
Property A / 2.6.: |
L-Matrices and Related Matrices / 2.7.: |
Illustrations / 2.8.: |
Linear Stationary Iterative Methods / 3.: |
Consistency, Reciprocal Consistency, and Complete Consistency / 3.1.: |
Basic Linear Stationary Iterative Methods / 3.3.: |
Generation of Completely Consistent Methods / 3.4.: |
General Convergence Theorems / 3.5.: |
Alternative Convergence Conditions / 3.6.: |
Rates of Convergence / 3.7.: |
The Jordan Condition Number of a 2 X 2 Matrix / 3.8.: |
Convergence of the Basic Iterative Methods / 4.: |
Irreducible Matrices with Weak Diagonal Dominance / 4.1.: |
Positive Definite Matrices / 4.3.: |
The SOR Method with Varying Relaxation Factors / 4.4.: |
Rates of Convergence of the J and GS Methods for the Model Problem / 4.5.: |
Eigenvalues of the SOR Method for Consistently Ordered Matrices / 5.: |
Block Tri-Diagonal Matrices / 5.1.: |
Consistently Ordered Matrices and Ordering Vectors / 5.3.: |
Nonmigratory Permutations / 5.4.: |
Consistently Ordered Matrices Arising from Difference Equations / 5.6.: |
A Computer Program for Testing for Property A and Consistent Ordering / 5.7.: |
Other Developments of the SOR Theory / 5.8.: |
Determination of the Optimum Relaxation Factor / 6.: |
Virtual Spectral Radius / 6.1.: |
Analysis of the Case Where All Eigenvalues of B Are Real / 6.2.: |
Rates of Convergence: Comparison with the Gauss-Seidel Method / 6.3.: |
Analysis of the Case Where Some Eigenvalues of B Are Complex / 6.4.: |
Practical Determination of [Omega subscript b]: General Considerations / 6.5.: |
Iterative Methods of Choosing [Omega subscript b] / 6.6.: |
An Upper Bound for [mu] / 6.7.: |
A Priori Determination of [mu]: Exact Methods / 6.8.: |
A Priori Determination of [mu]: Approximate Values / 6.9.: |
Numerical Results / 6.10.: |
Norms of the SOR Method / 7.: |
The Jordan Canonical Form of L[subscript Omega] / 7.1.: |
Basic Eigenvalue Relation / 7.2.: |
Determination of [double vertical line] L[subscript Omega double vertical line subscript D superscript 1/2] / 7.3.: |
Determination of [double vertical line] L[superscript m subscript Omega b double vertical line subscript D superscript 1/2] / 7.4.: |
Determination of [double vertical line] L[subscript Omega double vertical line subscript A superscript 1/2] / 7.5.: |
Determination of [double vertical line] L[superscript m subscript Omega b double vertical line subscript A superscript 1/2] / 7.6.: |
Comparison of [double vertical line] L[superscript m subscript Omega b double vertical line subscript D superscript 1/2] and [double vertical line] L[superscript m subscript Omega b double vertical line subscript A superscript 1/2] / 7.7.: |
The Modified SOR Method: Fixed Parameters / 8.: |
Eigenvalues of L[subscript Omega, Omega'] / 8.1.: |
Convergence and Spectral Radius / 8.3.: |
Determination of [double vertical line] L[subscript Omega, Omega' double vertical line subscript D superscript 1/2] / 8.4.: |
Determination of [double vertical line] L[subscript Omega, Omega' double vertical line subscript A superscript 1/2] / 8.5.: |
Nonstationary Linear Iterative Methods / 9.: |
Consistency, Convergence, and Rates of Convergence / 9.1.: |
Periodic Nonstationary Methods / 9.2.: |
Chebyshev Polynomials / 9.3.: |
The Modified SOR Method: Variable Parameters / 10.: |
Convergence of the MSOR Method / 10.1.: |
Optimum Choice of Relaxation Factors / 10.2.: |
Alternative Optimum Parameter Sets / 10.3.: |
Norms of the MSOR Method: Sheldon's Method / 10.4.: |
The Modified Sheldon Method / 10.5.: |
Cyclic Chebyshev Semi-Iterative Method / 10.6.: |
Comparison of Norms / 10.7.: |
Semi-Iterative Methods / 11.: |
General Considerations / 11.1.: |
The Case Where G Has Real Eigenvalues / 11.2.: |
J, JOR, and RF Semi-Iterative Methods / 11.3.: |
Richardson's Method / 11.4.: |
GS Semi-Iterative Methods / 11.5.: |
SOR Semi-Iterative Methods / 11.7.: |
MSOR Semi-Iterative Methods / 11.8.: |
Extensions of the SOR Theory: Stieltjes Matrices / 11.9.: |
The Need for Some Restrictions on A / 12.1.: |
Stieltjes Matrices / 12.2.: |
Generalized Consistently Ordered Matrices / 13.: |
CO(q, r)-Matrices, Property A[subscript q,r], and Ordering Vectors / 13.1.: |
Relation between GCO(q, r)-Matrices and CO(q, r)-Matrices / 13.3.: |
Computational Procedures: Canonical Forms / 13.6.: |
Relation to Other Work / 13.7.: |
Group Iterative Methods / 14.: |
Construction of Group Iterative Methods / 14.1.: |
Solution of a Linear System with a Tri-Diagonal Matrix / 14.2.: |
Convergence Analysis / 14.3.: |
Applications / 14.4.: |
Comparison of Point and Group Iterative Methods / 14.5.: |
Symmetric SOR Method and Related Methods / 15.: |
Choice of Relaxation Factor / 15.1.: |
SSOR Semi-Iterative Methods: The Discrete Dirichlet Problem / 15.4.: |
Group SSOR Methods / 15.5.: |
Unsymmetric SOR Method / 15.6.: |
Symmetric and Unsymmetric MSOR Methods / 15.7.: |
Second-Degree Methods / 16.: |
Alternating Direction Implicit Methods / 17.: |
Introduction: The Peaceman-Rachford Method / 17.1.: |
The Stationary Case: Consistency and Convergence / 17.2.: |
The Stationary Case: Choice of Parameters / 17.3.: |
The Commutative Case / 17.4.: |
Optimum Parameters / 17.5.: |
Good Parameters / 17.6.: |
The Helmholtz Equation in a Rectangle / 17.7.: |
Monotonicity / 17.8.: |
Necessary and Sufficient Conditions for the Commutative Case / 17.9.: |
The Noncommutative Case / 17.10.: |
Selection of Iterative Method / 18.: |
Bibliography |
Index |