On the Equivalence of Certain Iterative Acceleration Methods

This paper is concerned with the acceleration, by Chebyshev acceleration or conjugate gradient acceleration, of basic iterative methods for solving systems of linear algebraic equations. It is shown that under certain conditions these acceleration procedures are equivalent to similar procedures appl...

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Bibliographic Details
Published in:SIAM journal on numerical analysis 1980-12, Vol.17 (6), p.852-873
Main Authors: Hageman, L. A., Luk, Franklin T., Young, David M.
Format: Article
Language:English
Subjects:
Acceleration vectors
Algebraic conjugates
Conjugate gradient method
Eigenvalues
Equivalence relation
Iterative methods
Linear systems
Mathematics
Matrices
Methods
Polynomials
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Summary:This paper is concerned with the acceleration, by Chebyshev acceleration or conjugate gradient acceleration, of basic iterative methods for solving systems of linear algebraic equations. It is shown that under certain conditions these acceleration procedures are equivalent to similar procedures applied to the "double method" corresponding to two applications of the original basic iterative method. This result is applied to show the equivalence of certain acceleration procedures applied to the Jacobi methods for "red/black" systems, and similar procedures applied to the "reduced system," which is obtained from the original system by eliminating some of the unknowns. The result is also used to study the behavior of the generalized conjugate gradient procedure of Concus and Golub and of Widlund, for solving linear systems where the matrices are positive real rather than symmetric and positive definite.
ISSN:0036-1429
1095-7170
DOI:10.1137/0717071