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...

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Bibliographic Details
Main Authors: Gregory J. Kimmel, Andreas Glatz
Format: Article
Language:English
Published: Elsevier 2019-06-01
Series:Results in Applied Mathematics
Online Access:http://www.sciencedirect.com/science/article/pii/S2590037419300032