An Extrapolated Gauss - Seidel Iteration for Hessenberg Matrices
نویسندگان
چکیده
We show that for certain systems of linear equations with coefficient matrices of Hessenberg form it is possible to use Gaussian elimination to obtain an extrapolated version of the Gauss-Seidel iterative process where the iteration matrix has spectral radius zero. Computational aspects of the procedure are discussed.
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