Selection of relaxation parameter

G. P. Astrakhantsev

Central Economic-Mathematical Institute, Leningrad Branch, Academy of Sciences of the USSR

Abstract: The rate of convergence of an iteration process in Hilbert space is estimated for the purpose of solving an equation with a non-self-adjoint operator. On the assumption that the real component of the operator is positive definite, we outline the selection of the relaxation parameter and present an estimate of the rate of convergence that is exact in the class of normal operators.

UDC: 513.88

Received: 22.01.1971

 English version: Mathematical Notes, 1972, 11:5, 338–340

Bibliographic databases:

• 
•