On the Numerical Behavior of Matrix Splitting Iteration Methods for Solving Linear Systems

0444138 - ÚI 2016 RIV US eng J - Článek v odborném periodiku
Bai, Z.-Z. - Rozložník, Miroslav
On the Numerical Behavior of Matrix Splitting Iteration Methods for Solving Linear Systems.
SIAM Journal on Numerical Analysis. Roč. 53, č. 4 (2015), s. 1716-1737. ISSN 0036-1429. E-ISSN 1095-7170
Grant CEP: GA ČR GA13-06684S
Institucionální podpora: RVO:67985807
Klíčová slova: matrix splitting * stationary iteration method * backward error * rounding error analysis
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 1.899, rok: 2015

We study the numerical behavior of stationary one-step or two-step matrix splitting iteration methods for solving large sparse systems of linear equations. We show that inexact solutions of inner linear systems associated with the matrix splittings may considerably influence the accuracy of the approximate solutions computed in finite precision arithmetic. For a general stationary matrix splitting iteration method, we analyze two mathematically equivalent implementations and discuss the conditions when they are componentwise or normwise forward or backward stable. We show that a stationary iteration scheme in the residual-updating form is significantly more accurate than in its direct-splitting form when employing inexact inner solves. Theoretical results are illustrated by numerical experiments with the PMHSS method and with the HSS method representing the classes of inexact one-step and two-step splitting iteration methods, respectively.
Trvalý link: http://hdl.handle.net/11104/0246711