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arxiv: 1304.1760 · v1 · pith:KVGHL2ECnew · submitted 2013-04-05 · 💻 cs.NA · cs.NA

Note: interpreting iterative methods convergence with diffusion point of view

classification 💻 cs.NA cs.NA
keywords iterationconvergencediffusionpointviewallowsbetterconverge
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In this paper, we explain the convergence speed of different iteration schemes with the fluid diffusion view when solving a linear fixed point problem. This interpretation allows one to better understand why power iteration or Jacobi iteration may converge faster or slower than Gauss-Seidel iteration.

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