The convergence rate of the Chebyshev SIM under a perturbation of a complex line-segment spectrum

DOI10.1016/0024-3795(93)00361-3MaRDI QIDQ1904046zbMATH OpenOpenAlexWikidataFDO

Authors Xiezhang Li

Publication date 25 June 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)00361-3

zbMATH Keywords

asymptotic convergence factorChebyshev semiiterative methodcomplex line-segment spectrumsensitivity

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The Chebyshev semiiterative method (CHSIM) is the most often used method for the iterative solution of the linear system \(x= Tx+ c\), where the spectrum of \(T\) is located in a complex line segment \([\alpha, \beta]\) excluding 1. In practice, the exact endpoints \(\alpha\) and \(\beta\) are often not available, only estimates \(\alpha_e\) and \(\beta_e\) for \(\alpha\) and \(\beta\) are known. So, studying the asymptotic convergence factor (ACF) of the CHSIM, under a perturbation of \([\alpha, \beta]\), is very important. \textit{L. A. Hageman} and \textit{D. M. Young} [Applied iterative methods (1981; Zbl 0459.65014)] studied this problem in the case that \([\alpha, \beta]\) is located on the \(x\)-axis. This paper extends their results. Eight different perturbations of the endpoints of \([\alpha, \beta]\) and their corresponding ACFs are considered. Several formulae for the approximation to the ACFs, up to the second order of the perturbation, are derived.

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Cites work

• A study of semiiterative methods for nonsymmetric systems of linear equations
• Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II
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• On conjugate gradient type methods and polynomial preconditioners for a class of complex non-Hermitian matrices
• On Hybrid Semi-Iterative Methods
• The analysis of k-step iterative methods for linear systems from summability theory

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