Basic HTML version of Foils prepared 8 November 1995

Foil 27 Eigenvalue Analysis of Iterative Methods

From CPS615 Module on Iterative PDE Solvers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox
Method converges if and only if all |li| < 1
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.

© on Tue Oct 28 1997