Note: interpreting iterative methods convergence with diffusion point of view
D Hong - arXiv preprint arXiv:1304.1760, 2013 - arxiv.org
arXiv preprint arXiv:1304.1760, 2013•arxiv.org
In this paper, we explain the convergence speed of different iteration schemes with the fluid
diffusion view when solving a linear fixed point problem. This interpretation allows one to
better understand why power iteration or Jacobi iteration may converge faster or slower than
Gauss-Seidel iteration.
diffusion view when solving a linear fixed point problem. This interpretation allows one to
better understand why power iteration or Jacobi iteration may converge faster or slower than
Gauss-Seidel iteration.
In this paper, we explain the convergence speed of different iteration schemes with the fluid diffusion view when solving a linear fixed point problem. This interpretation allows one to better understand why power iteration or Jacobi iteration may converge faster or slower than Gauss-Seidel iteration.
arxiv.org