An Optimized Iterative Method for Numerical Solution of Large Systems of Equations Based on the Extremal Property of Zeroes of Chebyshev Polynomials |
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| Authors: | V A Zheligovsky O M Podvigina |
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| Affiliation: | (1) School of Mathematics and Statistics, University of Sydney, Sydney, NSW, 2006, Australia |
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| Abstract: | An iterative method suitable for numerical solution of large systems of equations is presented. An extremal property of the Chebyshev polynomials is established, providing a logical foundation for the proposed procedure. A modification of the method is applicable for evaluation of the maximal eigenvalue of a matrix with real eigenvalues and of the associated eigenvector. |
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| Keywords: | Chebyshev polynomials numerical solution nonlinear system of equations maximal eigenvalue |
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