Some iterative methods related to Frobenius norm minimization (Q1192178)

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Some iterative methods related to Frobenius norm minimization
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    Some iterative methods related to Frobenius norm minimization (English)
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    27 September 1992
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    This paper introduces a method to find a nonsingular tridiagonal matrix \(M\) which minimizes the Frobenius norm of \(I-M^{-1}A\) for any given \(A\). This method is then applied to improve the convergence properties of the Jacobi method based on the splitting \(A=M+(A-M)\).
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    Frobenius norm minimization
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    iterative methods
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    matrix splitting
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    convergence
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    Jacobi method
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