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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2017 Volume 57, Number 1, Pages 3–8 (Mi zvmmf10502)

This article is cited in 1 paper

Improving an estimate of the convergence rate of the Seidel method by selecting the optimal order of equations in the system of linear algebraic equations

A. N. Borzykh

St. Petersburg State University, St. Petersburg, Russia

Abstract: The Seidel method for solving a system of linear algebraic equations and an estimate of its convergence rate are considered. It is proposed to change the order of equations. It is shown that the method described in Faddeevs' book Computational Methods of Linear Algebra can deteriorate the convergence rate estimate rather than improve it. An algorithm for establishing the optimal order of equations is proposed, and its validity is proved. It is shown that the computational complexity of the reordering is $2n^2$ additions and $(12)n^2$ divisions. Numerical results for random matrices of order $100$ are presented that confirm the proposed improvement.

Key words: Seidel method, one-step cyclic process, system of linear algebraic equations, iterative methods for solving SLAEs, convergence of the Seidel method, estimate of the convergence rate of the Seidel method.

UDC: 519.614

Received: 02.11.2015
Revised: 29.04.2016

DOI: 10.7868/S0044466917010069


 English version:
Computational Mathematics and Mathematical Physics, 2017, 57:1, 1–6

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