Convergence Theory for AOR Method

Abstract

In this paper we give some sufficient conditions for the convergence of the AOR method, introduced by Hadjidimos [5], which include the ones from [1], [2], [5], [6], [7], [9], [10], [11], [12] and which show that the necessary condition given in [8] for the convergence of the AOR method is not valid. We give general conditions for the class of H-matrices, but they are not always easy to check in practice. Consequently, we give some more practical conditions concerning some subclasses of H-matrices.