REFINEMENT OF EXTENDED ACCELERATED OVER-RELAXATION METHOD FOR SOLUTION OF LINEAR SYSTEMS

Abstract

In this paper, a Refinement of Extended Accelerated Over-Relaxation (REAOR) iterative method for solving linear systems is presented. The method is designed to solve problems of partial differential equations that results into linear systems having coefficient matrices such as weak irreducible diagonally dominant matrix and 𝐿−matrix (or 𝑀−matrix). Sufficient criterion for convergence are examined and few numerical illustrations are considered to ascertain efficiency of the new method. Outcome of the numerical results reveals that the REAOR iterative method is more efficient when compared with Extended Accelerated Over-Relaxation iterative method in terms of computational time, level of accuracy and required number of iterations for convergence. K