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The rate of convergence of an approximate matrix factorization semi-direct method

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Summary

The definition of acceleration parameters for the convergence of a sparseLU factorization semi-direct method is shown to be based on lower and upper bounds of the extreme eigevalues of the iteration matrix. Optimum values of these parameters are established when the eigenvalues of the iteration matrix are either real or complex. Estimates for the computational work required to reduce theL 2 norm of the error by a specified factor ɛ are also given.

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Lipitakis, E.A., Evans, D.J. The rate of convergence of an approximate matrix factorization semi-direct method. Numer. Math. 36, 237–251 (1980). https://doi.org/10.1007/BF01396653

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  • DOI: https://doi.org/10.1007/BF01396653

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