Accelerating the Jacobi Method for Solving Simultaneous Equations by Chebyshev Extrapolation When the Eigenvalues of the Iteration Matrix are Complex
H.E. Wrigley · The Computer Journal · 1963
Chebyshev extrapolation has been applied successfully to accelerate the convergence of iterative solutions of simultaneous equations which arise in the numerical solution of partial differential equations. Its use is based upon the assumption that the eigenvalues of the iteration matrix are real. In this paper, the analysis of Chebyshev extrapolation is extended to the case when the eigenvalues of the iteration matrix are complex.