A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations

In this paper we propose a refinement of some successive overrelaxation methods based on the reverse Gauss–Seidel method for solving a system of linear equations Ax = b by the decomposition A = Tm − Em − Fm, where Tm is a banded matrix of bandwidth 2m + 1. We study the convergence of the methods and give software implementation of algorithms in Mathematica package with numerical examples. ACM Computing Classification System (1998): G.1.3.