On Optimal Parameter Not Only for the SOR Method
Artykuł w czasopiśmie
MNiSW
5
spoza listy
Status: | |
Autorzy: | Grzegórski Stanisław Marian |
Dyscypliny: | |
Aby zobaczyć szczegóły należy się zalogować. | |
Rok wydania: | 2019 |
Wersja dokumentu: | Elektroniczna |
Język: | angielski |
Numer czasopisma: | 5 |
Wolumen/Tom: | 8 |
Strony: | 82 - 87 |
Efekt badań statutowych | NIE |
Materiał konferencyjny: | NIE |
Publikacja OA: | TAK |
Licencja: | |
Sposób udostępnienia: | Witryna wydawcy |
Wersja tekstu: | Ostateczna wersja opublikowana |
Czas opublikowania: | W momencie opublikowania |
Data opublikowania w OA: | 22 listopada 2019 |
Abstrakty: | angielski |
The Jacobi, Gauss-Seidel and SOR methods belong to the class of simple iterative methods for linear systems. Because of the parameter , the SOR method is more effective than the Gauss-Seidel method. Here, a new approach to the simple iterative methods is proposed. A new parameter q can be introduced to every simple iterative method. Then, if a matrix of a system is positive definite and the parameter q is sufficiently large, the method is convergent. The original Jacobi method is convergent only if the matrix is diagonally dominated, while the Jacobi method with the parameter q is convergent for every positive definite matrix. The optimality criterion for the choice of the parameter q is given, and thus, interesting results for the Jacobi, Richardson and Gauss-Seidel methods are obtained. The Gauss-Seidel method with the parameter q, in a sense, is equivalent to the SOR method. From the formula for the optimal value of q results the formula for optimal value of . Up to present, this formula was known only in special cases. Practical useful approximate formula for optimal value is also given. The influence of the parameter q on the speed of convergence of the simple iterative methods is shown in a numerical example. Numerical experiments confirm: for very large scale systems the speed of convergence of the SOR method with optimal or approximate parameter is near the same (in some cases better) as the speed of convergence of the conjugate gradients method. |