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JOURNALS // Computer Research and Modeling // Archive

Computer Research and Modeling, 2012 Volume 4, Issue 1, Pages 5–29 (Mi crm465)

MATHEMATICAL MODELING AND NUMERICAL SIMULATION

Two families of the simple iteration method, in comparison

P. N. Sorokina, N. N. Chentsovab

a Scientific-Research Institute for System Studies, Russian Academy of Sciences (NIISI RAN), Nakhimovskii av. 36-1, Moscow, 117218, Russia
b Moscow State University, Faculty of Mechanics and Mathematics, MSU, Glavnoe Zdanie, GSP-1, Leninskiye Gory, Moscow, 119991, Russia

Abstract: Convergence to the solution of the linear system with real quadrate non singular matrix A with real necessary different sign eigen values of two families of simple iteration method: two-parametric and symmetrized one-parametric generated by these A and b is considered. Also these methods are compared when matrix A is a symmetric one. In this case it is proved that the coefficient of the optimal compression of two-parametric family is strongly less than the coefficient of the optimal compression of symmetrized one-parametric family of the simple iteration method.

Keywords: simple iteration method, symmetric matrix.

UDC: 519.6

Received: 26.05.2011
Revised: 21.02.2012

DOI: 10.20537/2076-7633-2012-4-1-5-29



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