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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 12, Pages 2128–2137
(Mi zvmmf360)
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Lower bound for the convergence rate of nonstationary Jacobi-like iteration
A. A. Maleev All-Russia Research Institute of Technical Physics, Russian Federal Nuclear Center, Box 245, Snezhinsk, 456770, Russia
Abstract:
Stationary and nonstationary Jacobi-like iterative processes for solving systems of linear algebraic equations are examined. For a system whose coefficient matrix $A$ is an $H$-matrix, it is shown that the convergence rate of any Jacobi-like process is at least as high as that of the point Jacobi method as applied to a system with $\langle A\rangle$ as the coefficient matrix, where $\langle A\rangle$ is a comparison matrix of $A$.
Key words:
nonstationary Jacobi-like iteration, system of linear algebraic equations, lower bound for the convergence rate.
Received: 09.09.2005 Revised: 26.04.2006
Citation:
A. A. Maleev, “Lower bound for the convergence rate of nonstationary Jacobi-like iteration”, Zh. Vychisl. Mat. Mat. Fiz., 46:12 (2006), 2128–2137; Comput. Math. Math. Phys., 46:12 (2006), 2031–2039
Linking options:
https://www.mathnet.ru/eng/zvmmf360 https://www.mathnet.ru/eng/zvmmf/v46/i12/p2128
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