Finite precision behavior of stationary iteration for solving singular systems (Q1311321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite precision behavior of stationary iteration for solving singular systems |
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Finite precision behavior of stationary iteration for solving singular systems (English)
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26 January 1994
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This paper examines the behavior of stationary iteration for solving singular systems in finite precision arithmetic, gives a perturbation bound for singular systems and deduces the conditions under which the iterative method is numerically forward or backward stable. Then two specific methods -- Richardson iteration and Gauss-Seidel iteration are discussed, followed by two numerical examples. The scalloping behavior of the error curve in one of the examples is left unexplained.
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forward and backward stability
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stationary iteration
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singular systems
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finite precision arithmetic
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perturbation bound
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Richardson iteration
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Gauss-Seidel iteration
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numerical examples
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