An error bound for the MAOR method
โ Scribed by Ting-Zhu Huang; Fu-Ti Liu
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 571 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
โฆ Synopsis
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 sk = I -xk of the MAOR method in terms of the norms of 6k = zk -zk-' and 6&l = zk+l -xk and their inner product is derived, lkkll:: 5 $ { (I( wl -l&2 -I)/ + bl(Y -m2)1d)2 llskII; -204 -l&2 -1)(6k,bk+l) + 21w1(7 -~Z)~~L:~~~k~lZ~~~k+1~~2 + Ilak+l\i;}.
๐ SIMILAR VOLUMES
Let Ax = b be a system of linear equations where A is symmetric and positive definite. Suppose that the associated block Jacobi matrix B is consistently ordered, weekly cyclic of index 2, and convergent [i.e., I\_L~ := p(B) < 11. Consider using the overrelaxation methods (SOR, AOR, MSOR, SSOR, or US
To evaluate the distribution function of a sum of lognormal random variables it is common to use approximation methods based on moment matching. These include the classical and simple Fenton-Wilkinson (FW) method, which approximates the sum with a single lognormal variable, having the first two mome