Chebyshev Periodical Successive Over-Relaxation for Accelerating Fixed-Point Iterations
| Autor: | Tadashi Wadayama, Satoshi Takabe |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Approximation theory
Chebyshev polynomials Applied Mathematics 020206 networking & telecommunications 02 engineering and technology Fixed point Chebyshev filter Nonlinear system Successive over-relaxation Signal Processing Convergence (routing) 0202 electrical engineering electronic engineering information engineering Applied mathematics Proximal Gradient Methods Electrical and Electronic Engineering Mathematics |
| Zdroj: | IEEE Signal Processing Letters. 28:907-911 |
| ISSN: | 1558-2361 1070-9908 |
| DOI: | 10.1109/lsp.2021.3073620 |
| Popis: | A novel method, termed Chebyshev periodical successive over-relaxation (PSOR), for accelerating the convergence speed of fixed-point iterations is presented. Chebyshev PSOR can be regarded as a variant of successive over-relaxation utilizing the inverse of roots of a Chebyshev polynomial as iteration-dependent PSOR factors. One of the most notable features of the proposed method is that it can be applied to nonlinear fixed-point iterations in addition to linear fixed-point iterations. From several numerical experiments, it is shown that Chebyshev PSOR leads to faster convergence for wide classes of linear and non-linear fixed-point iterations including proximal gradient methods such as ISTA. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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