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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 12, Pages 2128–2137 (Mi zvmmf360)  

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
English version:
Computational Mathematics and Mathematical Physics, 2006, Volume 46, Issue 12, Pages 2031–2039
DOI: https://doi.org/10.1134/S0965542506120025
Bibliographic databases:
Document Type: Article
UDC: 519.612
Language: Russian
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
Citation in format AMSBIB
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\by A.~A.~Maleev
\paper Lower bound for the convergence rate of nonstationary Jacobi-like iteration
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2006
\vol 46
\issue 12
\pages 2128--2137
\mathnet{http://mi.mathnet.ru/zvmmf360}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2344959}
\transl
\jour Comput. Math. Math. Phys.
\yr 2006
\vol 46
\issue 12
\pages 2031--2039
\crossref{https://doi.org/10.1134/S0965542506120025}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33846131554}
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