Title :
Group lapped iterative technique for fast solution of large linear systems
Author :
Dias, José M Bioucas ; Leitão, José M Nunes
Author_Institution :
Dept. de Engenharia Electrotecnica e de Comput., Inst. Superior Tecnico, Lisbon, Portugal
Abstract :
This work presents an iterative method for solving systems of linear equations. The technique is very much in the spirit of group iterative methods, allowing, however, lapped groups. For a wide class of matrices, the group lapped (GL) technique, herein introduced, improves the convergence rate by a large factor, demanding approximately the same number of operations per iteration as group iterative methods. For systems in which any subsystem is nonsingular and whose inverse matrix elements are null above (below) some upper (lower) diagonal, the exact solution is reached in just one step. Features of the GL method are illustrated with a numerical example
Keywords :
Toeplitz matrices; convergence of numerical methods; iterative methods; linear algebra; linear systems; signal processing; Gauss-Seidel iteration; Toeplitz matrix; convergence rate; fast solution; group iterative methods; group lapped iterative technique; inverse matrix elements; lapped groups; large linear systems; linear equations solutions; matrix class; nonsingular subsystem; numerical example; signal processing; symmetric positive definite linear systems; Convergence; Equations; Gaussian processes; Iterative methods; Jacobian matrices; Linear systems; Roundoff errors; Signal processing; Symmetric matrices; Telecommunication computing;
Conference_Titel :
Electronics, Circuits and Systems, 1998 IEEE International Conference on
Conference_Location :
Lisboa
Print_ISBN :
0-7803-5008-1
DOI :
10.1109/ICECS.1998.814073