A Comparison of Jacobi and Gauss-Seidel Parallel Iterations

نویسنده

  • JOHN N. TSITSIKLIS
چکیده

We consider an iterative algorithm in which several components are updated in parallel at each stage. We assume that the underlying iteration mapping is monotone and we show that the speed of convergence is maximized when all components are updated at each iteration.

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تاریخ انتشار 1989