The optimal solution to the problem of complex extrapolation of a first- order scheme (Q1059983)

Extrapolated Jacobi schemes for solving complex linear systems are studied. Especially an optimal choice of the (complex) extrapolation parameter \(\omega\) is discussed. The existence and uniqueness of the optimal \(\omega\) is proved. Given an estimate for the convex hull of the spectrum, an approximation of the optimal \(\omega\) can be calculated.