The optimal solution to the problem of complex extrapolation of a first- order scheme
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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.
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- Iterative Methods with k-Part Splittings
- The optimal solution of the extrapolation problem of a first order scheme
Cited in
(20)- On different classes of monoparametric stationary iterative methods for the solution of linear systems
- Modélisation d'algorithmes d'optimisation à stratégie aléatoire. (Modelling random search optimization algorithms)
- Stepsize restrictions for stability in the numerical solution of ordinary and partial differential equations
- A survey of the iterative methods for the solution of linear systems by extrapolation, relaxation and other techniques
- An algorithmic approach for the analysis of extrapolated iterative schemes applied to least-squares problems
- Region-dependent optimal m-stage Runge-Kutta schemes for solving a class of nonsymmetric linear systems
- Successive overrelaxation (SOR) and related methods
- Optimum first and second order extrapolations of successive overrelaxation type methods for certain classes of matrices
- On some convergence results of the k-step iterative methods
- Controlled overrelaxation method and the general extrapolation method
- Some notes on multisplitting methods and \(m\)-step preconditioners for linear systems
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- On the Optimization of the Classical Iterative Schemes for the Solution of Complex Singular Linear Systems
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- Optimum extrapolated method in a special case with application to sor method
- On the equivalence of extrapolation and Richardson's iteration and its applications
- The saddle point problem and the Manteuffel algorithm
- The extrapolated first order method for solving systems with complex eigenvalues
- The principle of extrapolation and the Cayley transform
- On the optimal complex extrapolation of the complex Cayley transform
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