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Applying the JII-SI, and CG methods to two classes of linear problems

By Newton R. Santos

Abstract

AbstractA Chebyshev semiiterative (JII-SI) method based on the optimum Jacobi second-degree iterative (JII) method is developed. A comparison of both methods and the conjugate gradient (CG) method is made by applying them to the two following classes of algebraic linear problems: systems with positive definite and consistently ordered matrix, and systems with positive definite and generalized stochastic matrix

Publisher: Published by Elsevier Inc.
Year: 1991
DOI identifier: 10.1016/0024-3795(91)90052-X
OAI identifier:

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