An error bound for the preconditioned simultaneous displacement method

作者:Liu, Fu Ti; Huang, Ting Zhu*
来源:Applied Mathematics and Computation, 2007, 188(1): 772-778.
DOI:10.1016/j.amc.2006.10.027

摘要

Suppose Ax = b is a system of linear equations where the matrix A is symmetric positive definite and consistently- ordered. A bound for the norm of the errors epsilon(k) = x - x(k) of the PSD method in terms of the norms of delta(k) = x(k) - x(k-1), delta(k+1) = x(k+1) - x(k) and their inner product is derived.

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