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Note: interpreting iterative methods convergence with diffusion point of view
Published 5 Apr 2013 in cs.NA and math.NA | (1304.1760v1)
Abstract: In this paper, we explain the convergence speed of different iteration schemes with the fluid diffusion view when solving a linear fixed point problem. This interpretation allows one to better understand why power iteration or Jacobi iteration may converge faster or slower than Gauss-Seidel iteration.
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