Abstract
An iterative method suitable for numerical solution of large systems of equations is presented. An extremal property of the Chebyshev polynomials is established, providing a logical foundation for the proposed procedure. A modification of the method is applicable for evaluation of the maximal eigenvalue of a matrix with real eigenvalues and of the associated eigenvector.
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Zheligovsky, V.A., Podvigina, O.M. An Optimized Iterative Method for Numerical Solution of Large Systems of Equations Based on the Extremal Property of Zeroes of Chebyshev Polynomials. Journal of Scientific Computing 12, 433–464 (1997). https://doi.org/10.1023/A:1025681013942
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DOI: https://doi.org/10.1023/A:1025681013942