The extrapolated first order method for solving systems with complex eigenvalues

DOI10.1007/BF02136034MaRDI QIDQ760158zbMATH OpenOpenAlexFDO

Authors Nikolaos M. Missirlis

Publication date 1984

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02136034

zbMATH Keywords

extrapolated first order methodextrapolation scheme

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The extrapolation scheme \(x^{(m+1)}=(\alpha S+(1- \alpha)I)x^{(m)}+\alpha c=:S_{\alpha}x^{(m)}+\alpha c\) for the solution of a linear system in fixed point form \(x=Sx+c\) is considered. Under the assumption that the eigenvalues of S are contained in some rectangle R, bounds for \(\alpha\) in terms of parameters describing R are derived such that \(S_{\alpha}\) is convergent. Further good (and sometimes optimal) values of \(\alpha\) are determined. Similar results have been obtained by \textit{A. Yeyios} [Linear Algebra Appl. 57, 191-203 (1984; Zbl 0527.65027)].

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Cites work

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(3)

• The optimal solution to the problem of complex extrapolation of a first- order scheme
• Optimal block iterative schemes for certain large, sparse,and nonsymmetric linear systems
• Extrapolated Iterative Methods for Linear Systems Approximation

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