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Title: Remarks on polynomial methods for solving systems of linear algebraic equations (English)
Author: Moszyński, Krzysztof
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 37
Issue: 6
Year: 1992
Pages: 419-436
Summary lang: English
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Category: math
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Summary: For a large system of linear algebraic equations $A_x=b$, the approximate solution $x_k$ is computed as the $k$-th order Fourier development of the function $1/z$, related to orthogonal polynomials in $L^2(\Omega)$ space. The domain $\Omega$ in the complex plane is assumed to be known. This domain contains the spectrum $\sigma(A)$ of the matrix $A$. Two algorithms for $x_k$ are discussed. Two possibilities of preconditioning by an application of the so called Richardson iteration process with a constant relaxation coefficient are proposed. The case when Jordan blocs of higher dimension are present is discussed, with the following conslusion: in such a case application of the Sobolev space $H^s(\Omega)$ may be resonable, with $s$ equal to the dimension of the maximal Jordan bloc. The paper contains several numerical examples. (English)
Keyword: Fourier expansion
Keyword: orthogonal polynomials on $L^2(\Omega)$ space
Keyword: approximate solution of linear algebraic equations
Keyword: Richardson iteration
Keyword: preconditioning
Keyword: polynomial methods
Keyword: numerical examples
MSC: 65F10
idZBL: Zbl 0802.65032
idMR: MR1185798
DOI: 10.21136/AM.1992.104521
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Date available: 2008-05-20T18:44:23Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/104521
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Reference: [1] Doan Van Ban, Moszyński K., Pokrzywa A.: Semiiterative methods for linear equations.Matematyka Stosowana-Applied Mathematics, Vol. 35, Warszawa, 1992. MR 1221221
Reference: [2] Gaier D.: Lectures on Complex Approximation.Birkhäuser, 1989. MR 0894920
Reference: [3] Reichel L.: Polynomials by conformal mapping for the Richardson iteration method for complex linear systems.SIAM NA 25 no. 6 (1988), 1359-1368. Zbl 0692.65011, MR 0972459, 10.1137/0725077
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