On the Effects of Scaling of the Peaceman-Rachford Method

DOI10.2307/2005130zbMath0225.65044OpenAlexW4245090755MaRDI QIDQ5632041

Olof B. Widlund

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/2005130

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Related Items (7)

A generalized ADI iterative method ⋮ Computational methods of linear algebra ⋮ A generalized SSOR method ⋮ Parallel solution of high frequency Helmholtz equations using high order finite difference schemes ⋮ Worst-case complexity of cyclic coordinate descent: \(O(n^2)\) gap with randomized version ⋮ High-order unconditionally stable FC-AD solvers for general smooth domains. I: Basic elements ⋮ Row scaling as a preconditioner for some nonsymmetric linear systems with discontinuous coefficients

Cites Work

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• Alternating direction methods for three space variables
• On the two-stage iterative method of Douglas for mildly non-linear elliptic difference equations
• The Peaceman-Rachford method for small mesh increments
• Condition numbers and equilibration of matrices
• On convergence of alternating direction procedures
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• Implicit Alternating Direction Methods
• A Fast Direct Solution of Poisson's Equation Using Fourier Analysis
• An Alternating-Direction-Implicit Iteration Technique
• On the Rate of Convergence of an Alternating Direction Implicit Method in a Noncommutative Case
• Comparison of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients
• On Best Conditioned Matrices

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