Optimal bounds for round-off errors in the cyclic peaceman-rachford iteration

DOI10.1080/00207169208804037zbMath0745.65028OpenAlexW2046759064MaRDI QIDQ3989777

Adam T. Zawilski

Publication date: 28 June 1992

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169208804037

zbMATH Keywords

numerical experimentsnumerical stabilitycyclic ADI iterationcyclic Peaceman-Rachford iterationlarge sparse and ill- conditioned linear systemsoptimal round-off error bounds

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Roundoff error (65G50)

Related Items (1)

Numerical stability of a cyclic adi iteration

Cites Work

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• A comparison of rates of convergence for the modified alternating direction preconditioning (MADP) method
• Application of the AGE algorithm to the SLOR and ADI methods
• The modified alternating group explicit (M.A.G.E.) method
• Round-off error analysis of iterations for large linear systems
• ADI as a Preconditioning for Solving the Convection-Diffusion Equation
• Numerical stability of a cyclic adi iteration
• Alternating-Direction Incomplete Factorizations
• Group explicit iterative methods for solving large linear systems

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