Extremal Polynomials with Application to Richardson Iteration for Indefinite Linear Systems.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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The application of Richardson iteration to a symmetric, but indefinite linear system requires certain parameters which can be determined from the zeros in the error of a certain best polynomial approximant on some set S known to contain the spectrum of the coefficient matrix. It is pointed out that this error can also be obtained as a multiple of the extremal polynomial for the linear functional p at p0, and this leads to an efficient Remes type algorithm for its determination. A program incorporating this algorithm for the case that S consists of two intervals bracketing zero is also given. Author
- Statistics and Probability