Finite precision behavior of stationary iteration for solving singular systems (Q1311321)

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Finite precision behavior of stationary iteration for solving singular systems
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    Finite precision behavior of stationary iteration for solving singular systems (English)
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    26 January 1994
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    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.
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    forward and backward stability
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    stationary iteration
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    singular systems
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    finite precision arithmetic
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    perturbation bound
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    Richardson iteration
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    Gauss-Seidel iteration
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    numerical examples
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