Istituto di Scienza e Tecnologie dell'Informazione     
Codenotti B., Favati P. New techniques for the solution of linear systems by iterative methods. Internal note IEI-B4-13, 1987.
A new iterative method for the solution of linear systems, based upon a new splitting of the coefficient matrix A, is presented. The method is obtained by considering splittings of the type A=(A-M)+M, where M∆-1 is a symmetric tridiagonal matrix, and by minimizing Frobenius norm of the iteration matrix so derived. Numerical examp1es are provided, showing that our algorithm improves the rate of convergence of Jacobi method, without increasing the order of magnitude of the computational efforts required.
Subject Linear Systems

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