Acceleration procedures for matrix iterative methods

C Brezinski - Numerical Algorithms, 2000 - Springer
Numerical Algorithms, 2000Springer
… In this paper, several procedures for accelerating the convergence of an iterative method
for solving a system of linear equations are proposed. They are based on projections and
are closely related to the corresponding iterative projection methods for linear systems. …
The method of Jacobi and the 1-parameter projection acceleration procedure diverge with
the linear preconditioner (the norm of the error is around 106 at iteration 9), while the 2-parameter
projection acceleration procedure converges and gives a norm of the error of 1.8 · 10 −6 …
Abstract
In this paper, several procedures for accelerating the convergence of an iterative method for solving a system of linear equations are proposed. They are based on projections and are closely related to the corresponding iterative projection methods for linear systems.
Springer
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