RELAXATION METHODS FOR SEMI-DEFINITE SYSTEMS.
Abstract
Certain non-stationary relaxation iterations, which are commonly applied to positive definite symmetric systems of linear equations, are also applicable to a semi-definite system provided that system is consistent. Some of the convergence theory of the former application is herein extended to the latter application. The effects of rounding errors and of inconsistency are discussed too, but with few helpful conclusions. Finally, the application of these relaxation iterations to an indefinite system is shown here to be ill-advised because these iterations will almost certainly diverge exponentially. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 09, 1966
- Accession Number
- AD0638799
Entities
People
- W. Kahan
Organizations
- Stanford University