Note on dynamic relaxation

Abstract

Abstract The Dynamic Relaxation ( DR ) method of solving a set of simultaneous linear equations requires an estimate of the spectral radius of the matrix. Dividing each equation by the corresponding row sum of moduli of the elements of the matrix gives a convenient upper bound of unity to this. This note shows that the DR method then gives a faster asymptotic rate of the convergence than the degenerate Chebyshev method which it closely resembles.