From Potential Theory to Matrix Iterations in Six Steps

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The authors give an overview how complex approximation and conformal mapping can be used in the design of iterative processes for the solution of a linear system \(Ax=b\). The convergence is measured by \(\|r_n\|/ \|r_0 \|\) where \(r_n=b-Ax_n\) is the \(n\)-th residual. In many cases this is approximately \(\rho^n\) where \(\rho\) is the estimated asymptotic convergence factor. This is determined via a minimum problem for polynomials \(p\) which satisfy \(p(0)=1\) but which are small on the spectrum \(S\) of \(A\) or an approximation thereof. The number \(\rho\) can also be determined by the Green function associated with \(S\), and if \(S\) is compact and connected, one is lead to the conformal mapping of the complement of \(S\) onto \(\{w:|w|>1\}\). Here the Schwarz-Christoffel toolbox of the authors is used provided \(S\) is a polygon. The authors describe in great detail, and demonstrate by numerical examples, how \(\|r_n\|/ \|r_0\|\approx\rho^n\) is achieved in six steps.




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