Analysis of a symmetric extrapolated iterative method for solving linear systems

AbstractWe investigate the symmetric extrapolated Gauss-Seidel II method for solving large linear systems. The theoretical results demonstrate that the method plus the semi-iterative method is competitive with the SOR method, and in particular, when p(LU) ⩽14, it shows an order of magnitude improvement over the SOR method. Our analysis leads us to form the opinion that in some cases EGS2-SI would be better than SSOR-SI