A Proposal of IDR(s)-SOR Method

Abstract

A rich variety of iterative methods based on IDR (Induced Dimension Reduction) Theorem have been proposed, and their excellent convergence attracts attention. We construct an accelerated variant of IDR(s) method using the iteration matrix of the SOR (Successive Over-Relaxation) method. In this paper, we propose IDR(s)-based SOR method. A number of numerical experiments verify efficiency and robustness of convergence of the IDR(s)-based SOR method compared with several conventional iterative methods.