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An Acceleration Method for Stationary Iterative Solution to Linear System of Equations

Published online by Cambridge University Press:  03 June 2015

Qun Lin*
Affiliation:
Academy of Math and System Sciences, Chinese Academy of Sciences, Institute Computational Mathematics, Beijing 100190, China
Wujian Peng*
Affiliation:
School of Mathematics and Information Sciences, Zhaoqing University, Zhaoqing, Guangdong 526061, China
*
Corresponding author. URL:http://lsec.cc.ac.cn/~linq/english_version.html, Email: [email protected]
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Abstract

An acceleration scheme based on stationary iterative methods is presented for solving linear system of equations. Unlike Chebyshev semi-iterative method which requires accurate estimation of the bounds for iterative matrix eigenvalues, we use a wide range of Chebyshev-like polynomials for the accelerating process without estimating the bounds of the iterative matrix. A detailed error analysis is presented and convergence rates are obtained. Numerical experiments are carried out and comparisons with classical Jacobi and Chebyshev semi-iterative methods are provided.

Type
Research Article
Copyright
Copyright © Global-Science Press 2012

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