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Keywords:
two step extrapolation; optimum choice of relaxation factor; convergence acceleration; successive overrelaxation; iterative process; S.O.R. method
two step extrapolation; optimum choice of relaxation factor; convergence acceleration; successive overrelaxation; iterative process; S.O.R. method
Summary:
Limits of the extrapolation coefficients are rational functions of several poles with the largest moduli of the resolvent operator $R(\lambda, T)=(\lambda I -T)^{-1}$ and therefore good estimates of these poles could be calculated from these coefficients. The calculation is very easy for the case of two coefficients and its practical effect in finite dimensional space is considerable. The results are used for acceleration of S.O.R. method.
References:
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