Enhansing an estimate of the rate of the Seidel method convergence
Abstract
The article discusses the Seidel method for solving a system of linear algebraic equations and an estimate of the rate of the Seidel method convergence. It is proposed to construct an equivalent system for which the Seidel method also converges, but the rate of convergence is better. An equivalent system is constructed by a separate iterative process, where each single step requires O(n) operations. Stability of this iterative process is proved. Results of numerical experiments are presented showing an improvement of the estimate of the rate of convergence.
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Articles of "Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.