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Article information
2009 , Volume 14, ¹ 2, p.74-84
Mikheev S.E., Mikheev V.S.
Exact relaxation with regard to a residual
Exact relaxations employing some additional information about location of the desired solution are able to improve the convergence of iterative methods, which can be presented in a simple iteration method form, such as Newton's method for solution of a non linear system of equations. Formulae for the relaxation are obtained by minimization of the maximum estimation of the error arising in the subsequent iteration. Employing of the residual means choosing the best residual among two approaches, the first generated by the basic algorithm and the second yielded by the exact relaxation of the algorithm.
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Keywords: convergence, convergence rate, iterations, Newton method, acceleration of convergence, residual
Author(s):
Mikheev Serguei Eugenievich
Dr. , Professor
Position: Associate Professor
Office: St. Petersburg State University
Address: 198504, Russia, St-Petersburg, SPb, Universitetskiy pr., 35
Phone Office: (812) 428 42 91
E-mail: him2@mail.ru
Mikheev Vikentiy Sergeevich
Position: Student
Office: St-Petersburg State university
Address: 620219, Russia, St-Petersburg, SPb, Universitetskiy pr., 35
E-mail: keshmish@rambler.ru
Bibliography link:
Mikheev S.E., Mikheev V.S. Exact relaxation with regard to a residual // Computational technologies. 2009. V. 14. ¹ 2. P. 74-84
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