On numerical behavior of matrix splitting iteration methods
Type of publication: | Article |
Citation: | |
Publication status: | Published |
Journal: | SIAM Journal on Numerical Analysis (SINUM) |
Volume: | 53 |
Number: | 4 |
Year: | 2015 |
Pages: | 1116-1137 |
DOI: | 10.1137/140987936 |
Abstract: | We study numerical behavior of stationary single- or two-step matrix splitting iteration methods for solving large sparse systems of linear equations. We show that inexact solutions of inner linear systems associated with the matrix splittings may considerably influence the convergenceand the ac- curacy of the approximate solutions computed in finite precision arithmetic. For a general stationary matrix splitting iteration method, we analyze two mathematically equivalent implementations and find the corresponding componentwise or normwise forward or backward stable implementation. |
Preprint project: | NCMM |
Preprint year: | 2014 |
Preprint number: | 18 |
Preprint ID: | NCMM/2014/18 |
Keywords: | backward error, convergence rate, matrix splitting, rounding error analysis, stationary iteration method |
Authors | |
Added by: | [JP] |
Total mark: | 0 |
Attachments
|
|
Notes
|
|
|
|
Topics
|
|