A convergence analysis of the iterative aggregation method with one parameter |
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Authors: | Jan Mandel |
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Institution: | Computer Centre Charles University Malostranské nám. 25 118 00 Praha 1, Czechoslovakia |
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Abstract: | A method for accelerating linear iterations in a Banach space is studied as a linear iterative method in an augmented space, and sufficient conditions for convergence are derived in the general case and in ordered Banach spaces. An acceleration of convergence takes place if an auxiliary functional is chosen sufficiently close to a dual eigenvector associated with a dominant simple eigenvalue of the iteration operator; in this case, the influence of this eigenvalue on the asymptotic rate of convergence is eliminated. Quantitative estimates and bounds on convergence are given. |
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