The AOR iterative method for new preconditioned linear systems

In this paper we apply the AOR method to preconditioned linear systems different from those considered in Evans and Martins (Internat. J. Comput. Math. 5 (1995) 69–76), Gunawardena et al. (Linear Algebra Appl. 154–156 (1991) 123–143) and Li and Evans (Technical Report No. 901, Department of Computer Studies, University of Loughborough, 1994). Our results show that some improvements in the convergence rate of this iterative method can be obtained.