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Chebyshev iteration

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as is necessary for the other nonstationary methods. For some distributed-memory architectures these inner products are a bottleneck with respect to efficiency. The price one pays for avoiding inner products is that the method requires enough knowledge about spectrum of the coefficient
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Barrett, Richard; Michael, Berry; Tony, Chan; Demmel, James; Donato, June; Dongarra, Jack; Eijkhout, Victor; Pozo, Roldan; Romine, Charles; Van der Vorst, Henk (1994).
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and lower estimate for the lower eigenvalue. There are modifications of the method for nonsymmetric matrices 
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Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods
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Gutknecht, Martin; Röllin, Stefan (2002). "The Chebyshev iteration revisited".
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List of numerical analysis topics. Solving systems of linear equations
903: 689: 954: 944: 65: 33: 728: 792:Chebyshev Iteration. Implementation on Go language 977: 745: 43:Chebyshev iteration avoids the computation of 812: 826: 819: 805: 52:, that is an upper estimate for the upper 767: 63: 950:Basic Linear Algebra Subprograms (BLAS) 978: 800: 787:Chebyshev Iteration. From MathWorld 675:Generalized minimal residual method 28:for determining the solutions of a 13: 14: 1002: 780: 640:Iterative method. Linear systems 739: 722: 1: 760:10.1016/S0167-8191(01)00139-9 695: 660:Modified Richardson iteration 84:A, b, x0, iterNum, lMax, lMin 703:"Chebyshev iteration method" 32:. The method is named after 7: 708:Encyclopedia of Mathematics 680:Biconjugate gradient method 633: 630:Code translated from and. 10: 1007: 863:System of linear equations 685:Iterative Template Library 665:Successive over-relaxation 30:system of linear equations 932: 914:Cache-oblivious algorithm 896: 855: 834: 670:Conjugate gradient method 986:Numerical linear algebra 965:General purpose software 828:Numerical linear algebra 70: 18:numerical linear algebra 574:%(= r - alpha * A * p) 960:Specialized libraries 873:Matrix multiplication 868:Matrix decompositions 735:(2nd ed.). SIAM. 847:Numerical stability 769:20.500.11850/145926 655:Gauss–Seidel method 616:% stop if necessary 22:Chebyshev iteration 748:Parallel Computing 991:Iterative methods 973: 972: 38:Pafnuty Chebyshev 998: 883:Matrix splitting 821: 814: 807: 798: 797: 774: 773: 771: 743: 737: 736: 726: 716: 650:Jacobi iteration 626: 623: 620: 617: 614: 611: 608: 605: 602: 599: 596: 593: 590: 587: 584: 581: 578: 575: 572: 569: 566: 563: 560: 557: 554: 551: 548: 545: 542: 539: 536: 533: 530: 527: 524: 521: 518: 515: 512: 509: 506: 503: 500: 497: 494: 491: 488: 485: 482: 479: 476: 473: 470: 467: 464: 461: 458: 454: 451: 448: 445: 442: 439: 436: 433: 430: 427: 424: 421: 418: 415: 412: 409: 406: 403: 400: 397: 394: 391: 388: 385: 382: 379: 376: 373: 370: 367: 363: 360: 357: 354: 351: 348: 345: 342: 339: 336: 333: 330: 327: 324: 321: 318: 315: 312: 309: 306: 303: 300: 297: 294: 291: 288: 285: 282: 279: 276: 273: 270: 267: 264: 261: 258: 255: 252: 249: 246: 243: 240: 237: 234: 231: 228: 225: 222: 219: 216: 213: 210: 207: 204: 201: 198: 195: 192: 189: 186: 183: 180: 177: 174: 173:% Preconditioner 171: 168: 165: 162: 159: 156: 153: 150: 147: 144: 141: 138: 135: 132: 129: 126: 123: 120: 117: 114: 111: 108: 105: 102: 99: 96: 93: 90: 87: 83: 80: 77: 74: 64:Example code in 26:iterative method 1006: 1005: 1001: 1000: 999: 997: 996: 995: 976: 975: 974: 969: 928: 924:Multiprocessing 892: 888:Sparse problems 851: 830: 825: 783: 778: 777: 744: 740: 727: 723: 701: 698: 636: 628: 627: 624: 621: 618: 615: 612: 609: 606: 603: 600: 597: 594: 591: 588: 585: 582: 579: 576: 573: 570: 567: 564: 561: 558: 555: 552: 549: 546: 543: 540: 537: 534: 531: 528: 525: 522: 519: 516: 513: 510: 507: 504: 501: 498: 495: 492: 489: 486: 483: 480: 477: 474: 471: 468: 465: 462: 459: 456: 452: 449: 446: 443: 440: 437: 434: 431: 428: 425: 422: 419: 416: 413: 410: 407: 404: 401: 398: 395: 392: 389: 386: 383: 380: 377: 374: 371: 368: 365: 361: 358: 355: 352: 349: 346: 343: 340: 337: 334: 331: 328: 325: 322: 319: 316: 313: 310: 307: 304: 301: 298: 295: 292: 289: 286: 283: 280: 277: 274: 271: 268: 265: 262: 259: 256: 253: 250: 247: 244: 241: 238: 235: 232: 229: 226: 223: 220: 217: 214: 211: 208: 205: 202: 199: 196: 193: 190: 187: 184: 181: 178: 175: 172: 169: 166: 163: 160: 157: 154: 151: 148: 145: 142: 139: 136: 133: 130: 127: 124: 121: 118: 115: 112: 109: 106: 103: 100: 97: 94: 91: 88: 85: 81: 79:SolChebyshev002 78: 75: 72: 69: 12: 11: 5: 1004: 994: 993: 988: 971: 970: 968: 967: 962: 957: 952: 947: 942: 936: 934: 930: 929: 927: 926: 921: 916: 911: 906: 900: 898: 894: 893: 891: 890: 885: 880: 870: 865: 859: 857: 853: 852: 850: 849: 844: 842:Floating point 838: 836: 832: 831: 824: 823: 816: 809: 801: 795: 794: 789: 782: 781:External links 779: 776: 775: 754:(2): 263–283. 738: 720: 719: 718: 717: 697: 694: 693: 692: 687: 682: 677: 672: 667: 662: 657: 652: 647: 642: 635: 632: 71: 68: 62: 45:inner products 36:mathematician 9: 6: 4: 3: 2: 1003: 992: 989: 987: 984: 983: 981: 966: 963: 961: 958: 956: 953: 951: 948: 946: 943: 941: 938: 937: 935: 931: 925: 922: 920: 917: 915: 912: 910: 907: 905: 902: 901: 899: 895: 889: 886: 884: 881: 878: 874: 871: 869: 866: 864: 861: 860: 858: 854: 848: 845: 843: 840: 839: 837: 833: 829: 822: 817: 815: 810: 808: 803: 802: 799: 793: 790: 788: 785: 784: 770: 765: 761: 757: 753: 749: 742: 734: 733: 725: 721: 714: 710: 709: 704: 700: 699: 691: 688: 686: 683: 681: 678: 676: 673: 671: 668: 666: 663: 661: 658: 656: 653: 651: 648: 646: 643: 641: 638: 637: 631: 67: 61: 59: 55: 51: 46: 41: 39: 35: 31: 27: 23: 19: 835:Key concepts 751: 747: 741: 731: 724: 706: 629: 230:% size(A, 1) 57: 49: 48:matrix  42: 21: 15: 980:Categories 877:algorithms 696:References 54:eigenvalue 904:CPU cache 713:EMS Press 933:Software 897:Hardware 856:Problems 634:See also 239:linsolve 73:function 715:, 2001 245:preCond 227:iterNum 149:preCond 34:Russian 955:LAPACK 945:MATLAB 66:MATLAB 24:is an 20:, the 940:ATLAS 690:IML++ 604:break 598:1e-15 538:alpha 490:alpha 463:alpha 444:alpha 396:alpha 369:alpha 359:alpha 287:alpha 919:SIMD 595:< 583:norm 508:beta 484:beta 429:beta 426:else 414:beta 390:beta 326:beta 305:else 161:size 134:lMin 128:lMax 104:lMin 98:lMax 909:TLB 764:hdl 756:doi 625:end 619:end 610:end 520:end 212:for 170:)); 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Index

numerical linear algebra
iterative method
system of linear equations
Russian
Pafnuty Chebyshev
inner products
eigenvalue
MATLAB
Iterative method. Linear systems
List of numerical analysis topics. Solving systems of linear equations
Jacobi iteration
Gauss–Seidel method
Modified Richardson iteration
Successive over-relaxation
Conjugate gradient method
Generalized minimal residual method
Biconjugate gradient method
Iterative Template Library
IML++
"Chebyshev iteration method"
Encyclopedia of Mathematics
EMS Press
Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods
doi
10.1016/S0167-8191(01)00139-9
hdl
20.500.11850/145926
Chebyshev Iteration. From MathWorld
Chebyshev Iteration. Implementation on Go language
v

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