Extensions and analysis of worst-case parameter in weighted Jacobi's method for solving second order implicit PDEs
The optimal Jacobi parameter (ω) in Jacobi's iterative method is obtained for specific classes of matrices. We define ωopt as the worst-case optimal parameter. We show that matrices with nonzero elements only along the main diagonal and odd diagonals have ωopt=1. We show ωopt→1 holds for matric...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2019-06-01
|
Series: | Results in Applied Mathematics |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037419300032 |