An error bound for the SSOR and USSOR methods Original Research Article

We consider the SSOR and USSOR methods in order to approximate the solution of the linear system Ax = b. We establish a bound for the norm of var epsilonn = x − xn in terms of the norms of δn = xn − xn − 1, δn + 1, and their inner product, where xn is the nth iteration vector obtained using the USSOR method. Similar results are given for the SSOR method.