Re: eigenvalues of tridiagonal
- From: Lou Pecora <pecora@xxxxxxxxxxxxxxxxxx>
- Date: Wed, 07 Feb 2007 17:03:16 -0500
In article <eqd4ni$b59$1@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
spellucci@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx (Peter Spellucci) wrote:
hint:
think about
1) the properties of this wonderful tridiagonal matrix
especially its eigenvalues and something you must know about
a matrix to have an optimal omega for SOR
2) relations known between Jacobi and Gauss-Seidel-Iteration for this
wonderul matrix
hth
peter
You might want to look up shift-invariant or circulant matrices. The
eigenvalues are simple to find when you recognize the symmetry.
-- Lou Pecora (my views are my own) REMOVE THIS to email me.
.
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