An iterative method for solving partitioned linear equations |
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Authors: | Dr A S Kydes Professor Dr R P Tewarson |
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Affiliation: | 1. Department of Urban and Policy Science, State University of New York at Stony Brook, 11794, Stony Brook, NY, USA 2. Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, 11794, Stony Brook, NY, USA
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Abstract: | A new iterative scheme, using two partitions of the coefficient matrix of a given linear and non-singular system of equationsAx=b, is shown to always converge to the solution. The concept of two vector spaces approaching orthogonality is quantified and used to show that the eigenvalues of the iteration matrix approach zero as the vector spaces defined by the two partitions ofA approach orthogonality. |
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