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

  • M. A. El-Gebeily*
  • , M. B.M. Elgindi
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

A necessary condition for the convergence of the iterative scheme ui+l = (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 7 in terms of the eigenvalues of T is also given.

Original languageEnglish
Title of host publicationMathematical Models and Methods for Real World Systems
PublisherCRC Press
Pages429-441
Number of pages13
ISBN (Electronic)9781420026511
ISBN (Print)9780849337437
StatePublished - 19 Jul 2005

Bibliographical note

Publisher Copyright:
© 2006 by Taylor & Francis Group, LLC. All rights reserved.

ASJC Scopus subject areas

  • General Mathematics

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