SOR-like iteration and FPI are consistent when they are equipped with certain optimal iterative parameters
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866912159737315328 |
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| author | Liu, Jiayu Luo, Tingting Chen, Cairong Han, Deren |
| author_facet | Liu, Jiayu Luo, Tingting Chen, Cairong Han, Deren |
| contents | Two common methods for solving absolute value equations (AVE) are SOR-like iteration method and fixed point iteration (FPI) method. In this paper, novel convergence analysis, which result wider convergence range, of the SOR-like iteration and the FPI are given. Based on the new analysis, a new optimal iterative parameter with a analytical form is obtained for the SOR-like iteration. In addition, an optimal iterative parameter with a analytical form is also obtained for FPI. Surprisingly, the SOR-like iteration and the FPI are the same whenever they are equipped with our optimal iterative parameters. As a by product, we give two new constructive proof for a well known sufficient condition such that AVE has a unique solution for any right hand side. Numerical results demonstrate our claims. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_12608 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | SOR-like iteration and FPI are consistent when they are equipped with certain optimal iterative parameters Liu, Jiayu Luo, Tingting Chen, Cairong Han, Deren Numerical Analysis Optimization and Control Two common methods for solving absolute value equations (AVE) are SOR-like iteration method and fixed point iteration (FPI) method. In this paper, novel convergence analysis, which result wider convergence range, of the SOR-like iteration and the FPI are given. Based on the new analysis, a new optimal iterative parameter with a analytical form is obtained for the SOR-like iteration. In addition, an optimal iterative parameter with a analytical form is also obtained for FPI. Surprisingly, the SOR-like iteration and the FPI are the same whenever they are equipped with our optimal iterative parameters. As a by product, we give two new constructive proof for a well known sufficient condition such that AVE has a unique solution for any right hand side. Numerical results demonstrate our claims. |
| title | SOR-like iteration and FPI are consistent when they are equipped with certain optimal iterative parameters |
| topic | Numerical Analysis Optimization and Control |
| url | https://arxiv.org/abs/2412.12608 |