The convergence discussion of the iterative method in two preconditioned
Gang Lei
Abstract
Gang Lei
Abstract
By using matrix iterative analysis and comparison theorems,the optimal parameter selection of the AOR iterative method are discussed in two preconditioned.Then the convergence rate of the iterative method are compared after two preconditioned when the optimal parameter are obtained,and obtain the preconditioner P1=I+S is better than the precoditioner P2=I+ in accelerating the iterative method.Last the numerical example is given.
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By using matrix iterative analysis and comparison theorems,the optimal parameter selection of the AOR iterative method are discussed in two preconditioned.Then the convergence rate of the iterative method are compared after two preconditioned when the optimal parameter are obtained,and obtain the preconditioner P1=I+S is better than the precoditioner P2=I+ in accelerating the iterative method.Last the numerical example is given.
Key concepts: Preconditioner, Iterative method, Convergence (economics), Rate of convergence, Applied mathematics, Mathematics, Matrix (chemical analysis), Mathematical optimization