Convergence and the optimal choice of the relaxation parameter for a class of iterative methods

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摘要

A necessary condition for the convergence of the iterative scheme ui+1 = (I − γT)ui + F is given. The existence of a value γ that minimizes the spectral radius of the iteration matrix (I − γT) is proved. The explicit expression of the optimizing γ in terms of the eigenvalues of T is also given.

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论文评审过程:Available online 17 June 2005.

论文官网地址:https://doi.org/10.1016/j.amc.2005.04.086