Basic HTML version of Foils prepared 8 November 1995

Foil 40 Jacobi Iteration Eigenvalues as a function of Over Relaxation Parameter

From CPS615 Module on Iterative PDE Solvers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox
1 lJOR|max(w) = 1 - ew
  • This is decreased in absolute value for w > 1, increased for w < 1
2 lJOR|min(w) = 1+ we - 2w
  • This is just the opposite
  • Increased for w > 1, decreased for w < 1
3 The best value of w is w = 1 i.e. Best is Original Jacobi iteration as one must minimize the maximum over all values of eigenvalue moduli |l| and for Jacobi one canNOT use overrelaxation
in Table To:

© on Tue Oct 28 1997