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.

All labels observed (1)

Label Occurrences
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 ⓘ

How these facts were elicited

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 ⓘ