Question

Let $A=I-B$ be positive definite and $s_v=B^v s_0$. It is sometimes suggested to take $x_v{ }^*$ to be a mean of $x_0, x_1, \cdots, x_v$, and hence to form $$ \begin{aligned} x_v{ }^* & =\alpha_{v 0} x_0+\alpha_{v 1} x_1+\cdots+\alpha_{v v} x_v, \\ 1 & =\alpha_{v 0}+\alpha_{v 1}+\cdots+\alpha_v . \end{aligned} $$ Show that this is equivalent to the process indicated by (4.3.32), or, alternatively, that $$ s_v{ }^*=\psi_v(B) s_0, \quad \psi_v(1)=1 . $$ If $\rho(B)=\rho<1$ the optimal choice is where $$ \psi_v(\lambda)=\cos v \theta / \cosh v \omega_0 $$ $$ \lambda=\rho \cos \theta, \quad 1=\rho \cosh \omega_0 . $$ Then $$ \begin{aligned} x_{v+1}^* & =\beta_{v+1}\left(B x_v{ }^*+h-x_{v-1}^*\right)+x_{v-1}^*, \\ \beta_{v+1} & =2 \rho^{-1} \cosh v \omega_0 / \cosh (v+1) \omega_0 . \end{aligned} $$ Show also that $$ \beta_1=1, \quad \beta_2=2 /\left(2-\rho^2\right), \quad \beta_{v+1}=\left[1-\left(\rho^2 \beta_v / 4\right)\right]^{-1} $$ (Golub and Varga).

    Let $A=I-B$ be positive definite and $s_v=B^v s_0$. It is sometimes suggested to take $x_v{ }^*$ to be a mean of $x_0, x_1, \cdots, x_v$, and hence to form
$$
\begin{aligned}
x_v{ }^* & =\alpha_{v 0} x_0+\alpha_{v 1} x_1+\cdots+\alpha_{v v} x_v, \\
1 & =\alpha_{v 0}+\alpha_{v 1}+\cdots+\alpha_v .
\end{aligned}
$$

Show that this is equivalent to the process indicated by (4.3.32), or, alternatively, that
$$
s_v{ }^*=\psi_v(B) s_0, \quad \psi_v(1)=1 .
$$

If $\rho(B)=\rho<1$ the optimal choice is
where
$$
\psi_v(\lambda)=\cos v \theta / \cosh v \omega_0
$$
$$
\lambda=\rho \cos \theta, \quad 1=\rho \cosh \omega_0 .
$$

Then
$$
\begin{aligned}
x_{v+1}^* & =\beta_{v+1}\left(B x_v{ }^*+h-x_{v-1}^*\right)+x_{v-1}^*, \\
\beta_{v+1} & =2 \rho^{-1} \cosh v \omega_0 / \cosh (v+1) \omega_0 .
\end{aligned}
$$

Show also that
$$
\beta_1=1, \quad \beta_2=2 /\left(2-\rho^2\right), \quad \beta_{v+1}=\left[1-\left(\rho^2 \beta_v / 4\right)\right]^{-1}
$$
(Golub and Varga).
Show more…
The theory of matrices in numerical analysis
The theory of matrices in numerical analysis
Alston Scott… 1st Edition
Chapter 4, Problem 23 ↓

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Step 1

We have a matrix \( A = I - B \) which is positive definite, and a sequence \( s_v = B^v s_0 \). We are tasked with showing that a weighted mean \( x_v^* \) of vectors \( x_0, x_1, \ldots, x_v \) is equivalent to a process involving a function \( \psi_v(B) \) such  Show more…

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Let $A=I-B$ be positive definite and $s_v=B^v s_0$. It is sometimes suggested to take $x_v{ }^*$ to be a mean of $x_0, x_1, \cdots, x_v$, and hence to form $$ \begin{aligned} x_v{ }^* & =\alpha_{v 0} x_0+\alpha_{v 1} x_1+\cdots+\alpha_{v v} x_v, \\ 1 & =\alpha_{v 0}+\alpha_{v 1}+\cdots+\alpha_v . \end{aligned} $$ Show that this is equivalent to the process indicated by (4.3.32), or, alternatively, that $$ s_v{ }^*=\psi_v(B) s_0, \quad \psi_v(1)=1 . $$ If $\rho(B)=\rho<1$ the optimal choice is where $$ \psi_v(\lambda)=\cos v \theta / \cosh v \omega_0 $$ $$ \lambda=\rho \cos \theta, \quad 1=\rho \cosh \omega_0 . $$ Then $$ \begin{aligned} x_{v+1}^* & =\beta_{v+1}\left(B x_v{ }^*+h-x_{v-1}^*\right)+x_{v-1}^*, \\ \beta_{v+1} & =2 \rho^{-1} \cosh v \omega_0 / \cosh (v+1) \omega_0 . \end{aligned} $$ Show also that $$ \beta_1=1, \quad \beta_2=2 /\left(2-\rho^2\right), \quad \beta_{v+1}=\left[1-\left(\rho^2 \beta_v / 4\right)\right]^{-1} $$ (Golub and Varga).
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