Ask a Question

Prefer a chat interface with context about you and your work?

On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations

On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations

Abstract We extend results known for the randomized Gauss-Seidel and the Gauss-Southwell methods for the case of a Hermitian and positive definite matrix to certain classes of non-Hermitian matrices. We obtain convergence results for a whole range of parameters describing the probabilities in the randomized method or the greedy choice …