Displaying similar documents to “A one parameter method for the matrix inverse square root”

Using successive approximations for improving the convergence of GMRES method

Jan Zítko (1998)

Applications of Mathematics

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In this paper, our attention is concentrated on the GMRES method for the solution of the system ( I - T ) x = b of linear algebraic equations with a nonsymmetric matrix. We perform m pre-iterations y l + 1 = T y l + b before starting GMRES and put y m for the initial approximation in GMRES. We derive an upper estimate for the norm of the error vector in dependence on the m th powers of eigenvalues of the matrix T . Further we study under what eigenvalues lay-out this upper estimate is the best one. The estimate shows and...

New SOR-like methods for solving the Sylvester equation

Jakub Kierzkowski (2015)

Open Mathematics

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We present new iterative methods for solving the Sylvester equation belonging to the class of SOR-like methods, based on the SOR (Successive Over-Relaxation) method for solving linear systems. We discuss convergence characteristics of the methods. Numerical experimentation results are included, illustrating the theoretical results and some other noteworthy properties of the Methods.