Acceleration of convergence of static and dynamic iterations

K. Burrage; G. Hertono; Z. Jackiewicz; B. D. Welfert

doi:10.1023/A:1021935700208

Acceleration of convergence of static and dynamic iterations

K. Burrage, G. Hertono, Z. Jackiewicz, B. D. Welfert

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

A new technique for acceleration of convergence of static and dynamic iterations for systems of linear equations and systems of linear differential equations is proposed. This technique is based on splitting the matrix of the system in such a way that the resulting iteration matrix has a minimal spectral radius for linear systems and a minimal spectral radius for some value of a parameter in Laplace transform domain for linear differential systems.

Original language	English
Pages (from-to)	645-655
Number of pages	11
Journal	BIT Numerical Mathematics
Volume	41
Issue number	4
DOIs	https://doi.org/10.1023/A:1021935700208
Publication status	Published - Dec 2001

Keywords

Acceleration of convergence &
Linear differen
Static and dynamic iterations
Tial systems

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10.1023/A:1021935700208

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abstract = "A new technique for acceleration of convergence of static and dynamic iterations for systems of linear equations and systems of linear differential equations is proposed. This technique is based on splitting the matrix of the system in such a way that the resulting iteration matrix has a minimal spectral radius for linear systems and a minimal spectral radius for some value of a parameter in Laplace transform domain for linear differential systems.",

keywords = "Acceleration of convergence &, Linear differen, Static and dynamic iterations, Tial systems",

author = "K. Burrage and G. Hertono and Z. Jackiewicz and Welfert, {B. D.}",

note = "Funding Information: ∗Received December 1999. Revised March 2001. Communicated by Olavi Nevanlinna. †The work of the third author was partially supported by the National Science Foundation under grant NSF DMS–9971164.",

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AU - Hertono, G.

AU - Jackiewicz, Z.

AU - Welfert, B. D.

N1 - Funding Information: ∗Received December 1999. Revised March 2001. Communicated by Olavi Nevanlinna. †The work of the third author was partially supported by the National Science Foundation under grant NSF DMS–9971164.

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N2 - A new technique for acceleration of convergence of static and dynamic iterations for systems of linear equations and systems of linear differential equations is proposed. This technique is based on splitting the matrix of the system in such a way that the resulting iteration matrix has a minimal spectral radius for linear systems and a minimal spectral radius for some value of a parameter in Laplace transform domain for linear differential systems.

AB - A new technique for acceleration of convergence of static and dynamic iterations for systems of linear equations and systems of linear differential equations is proposed. This technique is based on splitting the matrix of the system in such a way that the resulting iteration matrix has a minimal spectral radius for linear systems and a minimal spectral radius for some value of a parameter in Laplace transform domain for linear differential systems.

KW - Acceleration of convergence &

KW - Linear differen

KW - Static and dynamic iterations

KW - Tial systems

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DO - 10.1023/A:1021935700208

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JO - BIT Numerical Mathematics

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Acceleration of convergence of static and dynamic iterations

Abstract

Keywords

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