Basic HTML version of Foils prepared 8 November 1995

Foil 27 Eigenvalue Analysis of Iterative Methods

From Fox Presentation Fall 1995 CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox


1 Method converges if and only if all |li| < 1
2 We can calculate l i in simple cases. What counts is largest value of |l i| as this term will dominate in limit of large k where k counts iterations.

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