Improving an estimate of the convergence rate of the Seidel method by selecting the optimal order of equations in the system of linear algebraic equations
type: Item
instance of: scholarly article
title: Improving an estimate of the convergence rate of the Seidel method by selecting the optimal order of equations in the system of linear algebraic equations
zbMATH Open document ID: 1379.65018
DOI: 10.1134/S0965542517010055
author: Alekseĭ Nikolaevich Borzykh
published in: Computational Mathematics and Mathematical Physics
publication date: 2017-06-19T00:00:00Z
review text: The paper deals with improving the convergence rate of the Seidel method for solving the algebraic linear system \(x=Bx+f\) using a one-step cyclic (iterative) method. The paper starts with a heuristic observation from one book, published already in 1963, that states an optimality of the convergence rate estimate if the permuted matrix \(PBP\) of \(B\) leads to ascending order of \(\sum_{j=1}^n|b_{ij}|\) so that the first equation is the one for which this sum is minimal. It is shown by simple examples that this claim is wrong. The author presents a simple extension of the presented idea resulting into an iterative scheme with an optimal result. Using series of lemmas, it is shown that the new estimate is minimal between all possible estimates. This result is proved by inductive steps. The author further presents the computational complexity and computational experiments that confirm the theoretical results.
reviewed by: Radek Kucera
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 6732271
zbMATH Keywords: convergence
zbMATH Keywords: Seidel method
zbMATH Keywords: iterative methods
zbMATH Keywords: one-step cyclic process
zbMATH Keywords: system of linear algebraic equations
zbMATH Keywords: numerical example
MaRDI profile type: MaRDI publication profile
cites work: Computational methods of linear algebra
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description: scientific article; zbMATH DE number 6732271