Approximate iterations for structured matrices (Q929359): Difference between revisions
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English | Approximate iterations for structured matrices |
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Approximate iterations for structured matrices (English)
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17 June 2008
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The paper deals with the evaluation of a matrix-valued function \(f(A)\), where \(A\) is a large matrix with a special structure. The authors present a transformation of an iterative fixed-point like process, under certain general assumptions, into another process which preserves the convergence rate and benefits from the underlying structure. Applications are also given for \(f(A) = A^{-1}\) and \(f(A) = \sqrt{A}\).
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matrix-valued function
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fixed-point iteration
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convergence rate
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