Comparison results between Jacobi and other iterative methods (Q1877194)

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Comparison results between Jacobi and other iterative methods
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    Comparison results between Jacobi and other iterative methods (English)
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    16 August 2004
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    This paper deals with comparing the Jacobi iterative method with the modified preconditioned simultaneous displacement (MPSD) methods. It is shown under some conditions, that the radius of the Jacobi iteration matrix is not larger than that of several other iteration matrices (e.g. SSOR, EMA, SOR, JOR) associated with MPSD. The main assumption is that the Jacobi iteration matrix \(B\) is nonnegative. For some applications (e.g. weak splitting of bounded operators) this is true.
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    Comparison results
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    Jacobi iteration
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    MPSD iteration
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    Spectral radius
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    preconditioning
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    modified preconditioned simultaneous displacement methods
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