Elimination and fixed point iterations (Q2365951): Difference between revisions

In fixed point iterations for linear systems, partial elimination effects a reduction of the spectral radii of Jacobi and Gauss-Seidel iteration matrices if the original Jacobi matrix is nonnegative. In the present paper the authors show that similar results also hold for nonlinear systems if the corresponding Jacobian matrix is nonnegative. Related results are obtained for monotone Newton iteration and some numerical results are given which illustrate that the convergence is improved by partial elimination.