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Numerical stability of the Richardson second order method

Smoktunowicz A., Wróbel I.

Demonstratio Mathematica

2005

Vol. 38, nr 1

255--263

In this paper we study numerical properties of the Richardson second order method (RS) for solving a linear system Ax = b, where A € Rnxn is infinitysymmetric and positive definite. We consider the standard model of floating point arithmetic (cf. [6], [7], [11]). We prove that the RS-algorithm is numerically stable. This means that the algorithm computes approximations xk to the exact solution x* = A-1b such that the error limfk||xk - x*ll2 ls of order eMcond(A), where eM is the machine precision and cond(A) = ||A || 2 ||A-1|| denotes the condition number of the matrix A.