Mathematical Sciences: Faculty Publications

The Convergence Rate of the Chebyshev SIM under a Perturbation of Foci of an Elliptic Domain

Document Type

Article

Publication Date

5-2002

Publication Title

Electronic Journal of Linear Algebra

DOI

10.13001/1081-3810.1073

ISSN

1081-3810

Abstract

The Chebyshev semiiterative method (CHSIM) is a powerful method for finding the iterative solution of a nonsymmetric real linear system Ax = b if an ellipse excluding the origin well fits the spectrum of A. The asymptotic rate of convergence of the CHSIM for solving the above system under a perturbation of the foci of the optimal ellipse is studied. Several formulae to approximate the asymptotic rates of convergence, up to the first order of a perturbation, are derived. These generalize the results about the sensitivity of the asymptotic rate of convergence to a perturbation of a real-line segment spectrum by Hageman and Young, and by the first author. A numerical example is given to illustrate the theoretical results.

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