Optimal $p$--cyclic SOR

Summary.

Our purpose in this paper is to extend$p$ --cyclic SOR theory to consistent singular systems and to apply the results to the solution of large scale systems arising, {\em e.g.,} in queueing network problems in Markov analysis. Markov chains and queueing models lead to structured singular linear systems and are playing an increasing role in the understanding of complex phenomena arising in computer, communication and transportation systems. For certain important classes of singular problems, we develop a convergence theory for $p$--cyclic SOR, and show how to repartition for optimal convergence. Results by Kontovasilis, Plemmons and Stewart on the concept of convergence of SOR in an {\em extended} sense are rigorously analyzed and applied to the solution of periodic Markov chains with period $p = 2$.