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Chebyshev iteration with code in Matlab

  Chebyshev iteration 1 language Article Talk Read Edit View history From Wikipedia, the free encyclopedia In  numerical linear algebra , the  Chebyshev iteration  is an  iterative method  for determining the solutions of a  system of linear equations . The method is named after  Russian  mathematician  Pafnuty Chebyshev . Chebyshev iteration avoids the computation of  inner products  as is necessary for the other nonstationary methods. For some distributed-memory architectures these inner products are a bottleneck with respect to efficiency. The price one pays for avoiding inner products is that the method requires enough knowledge about spectrum of the coefficient matrix  A , that is an upper estimate for the upper  eigenvalue  and lower estimate for the lower eigenvalue. There are modifications of the method for nonsymmetric matrices  A . Example code in  MatLab [ edit ] function [x] = SolChebyshe...