Richardson iteration

E157388

Richardson iteration is an early iterative method for solving linear systems and other operator equations, based on repeated relaxation steps to progressively improve an approximate solution.

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Richardson iteration canonical 3

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Statements (41)

Predicate Object
instanceOf iterative method
method for solving linear systems
numerical algorithm
advantage low memory requirements
simple implementation
appliesTo linear systems of equations
operator equations
canBePreconditionedBy left preconditioner
right preconditioner
canDivergeIf relaxation parameter is chosen too large
category linear solver
convergenceDependsOn magnitude of relaxation parameter
spectrum of the matrix A
convergesIf spectral radius of (I - \omega A) is less than 1
field numerical analysis
numerical linear algebra
generalization preconditioned Richardson method
goal progressive improvement of an approximate solution
hasParameter relaxation parameter
step size
hasVariant accelerated Richardson iteration
damped Richardson iteration
historicalSignificance one of the earliest iterative methods for linear systems
isSpecialCaseOf fixed-point iteration
stationary iterative method
limitation sensitivity to relaxation parameter
slow convergence without good parameter choice
namedAfter Lewis Fry Richardson
relatedTo Gauss–Seidel method
Jacobi method
gradient descent
preconditioned Richardson iteration
successive over-relaxation
requires choice of relaxation parameter
typicalUse discretized partial differential equations
large sparse linear systems
updateFormula x_{k+1} = x_k + \,\omega\,(b - A x_k)
usedIn iterative refinement schemes
time-marching interpretations of elliptic problems
uses relaxation steps
yearProposed 1910s

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Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gauss–Seidel method relatedTo Richardson iteration
Jacobi method relatedConcept Richardson iteration
Successive Over-Relaxation relatedTo Richardson iteration