How to improve on the convergence rates of a first order scheme
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in International Journal of Computer Mathematics
- Vol. 10 (3-4), 283-294
- https://doi.org/10.1080/00207168208803288
Abstract
In this paper a one-parametric stationary method, known as extrapolation, for improving the convergence rates of a first order iterative scheme, for the numerical solution of the linear system Ax = b, is studied. First an analytical determination of good-optimum values of the extrapolation parameter, under some simple assumptions, is made. Then a geometrical interpretation of the method and the optimum results are presented. Finally some applications and numerical examples are given which support the theory developed from both the analytical and geometrical point of view.Keywords
This publication has 3 references indexed in Scilit:
- Iterative Methods with k-Part SplittingsIMA Journal of Numerical Analysis, 1981
- The principle of extrapolation in connection with the accelerated overrelaxation methodLinear Algebra and its Applications, 1980
- IX. The approximate arithmetical solution by finite differences of physical problems involving differential equations, with an application to the stresses in a masonry damPhilosophical Transactions of the Royal Society A, 1911