Finite precision behavior of stationary iteration for solving singular systems (Q1311321)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite precision behavior of stationary iteration for solving singular systems |
scientific article |
Statements
Finite precision behavior of stationary iteration for solving singular systems (English)
0 references
26 January 1994
0 references
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.
0 references
forward and backward stability
0 references
stationary iteration
0 references
singular systems
0 references
finite precision arithmetic
0 references
perturbation bound
0 references
Richardson iteration
0 references
Gauss-Seidel iteration
0 references
numerical examples
0 references
0 references