On the Round-Off Error in the Method of Successive Over-Relaxation
نویسنده
چکیده
The asymptotic behavior of the round-off error, which accumulates when the well-known iterative method of (point) successive over-relaxation is used to solve a large-scale system of linear equations, is examined by means of a statistical model. The local round-off errors are treated as independent random variables and expressions for the mean and variance of the accumulated round-off error are obtained, as the number of iterations tends to infinity.
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تاریخ انتشار 2010