THE EFFECT OF ORDERING ON THE AVERAGE RATE OF CONVERGENCE OF THE POINT SUCCESSIVE OVERRELAXATION ITERATIVE METHOD
AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH SCHOOL OF ENGINEERING
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The point successive overrelaxation iterative method is applied to the five point finite difference approximations to Laplaces equation and the heat equation using two consistent orderings and one non-stationary iterative procedure. The consistent orderings are found to be asymptotically faster than the non-stationary procedure and to display different iterative speeds. The ordering denoted odd-even parity is found to be 20 faster than the natural ordering for an error vector reduction of three orders of magnitude. An increase in the orders of magnitude reduction produces a proportionate decrease in the per cent difference between the two consistent orderings.
- Theoretical Mathematics