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3, 145-147 (1971)
SUMMARY
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.
(where L‘ is a scalar parameter), of which the solution of equation (2) is the steady-state solution.
The derivatives are replaced by difference expressions so that the result is a three-term recurrence
relation. (x must be replaced by a central difference expression. With the parameters optimized
the resulting spectral radius of the iteration matrix is the same whether ri is replaced by a back-
ward, forward or central difference, i.e. it makes no difference to the rate of convergence of the
iteration.) The parameters c and the time step At are optimized by the method as in FrankeP in
terms of 4; and 4”,. Equation (3) gives the estimate for &. Running the iteration with zero
damping gives the estimate for 4;. The spectral radius of the iteration matrix is
145
146 WJNIFKED L. WOOD
The degenerate form of the Chebyshev semi-iterative method for solving equation (2) when the
parameter w remains constant as given in VargaS (p. 143) is
+ +
x ( ~ + ' ) w(B - I) x ( ~ )( O - 1) x ( ~ - ' -
) wb = 0 (7)
where x ( ~is) the approximation to the solution reached at the kth iteration.
If x is the true solution then the error
satisfies
If we now link the iteration with a time step At and expand by Taylor's series, neglecting
higher order terms, we have
where
p = 1-& (11)
No assumption need be made about At because it does not appear in equation (7).
If Auc is a n eigenvalue of the iteration matrix from equation (8)
xg,+w(c#J- 1) x,,+w- 1=0 (12)
where 4 is the corresponding eigenvalue of B.
Because of the inequality (3) the roots of equation (12) are complex or equal and
Hence if
-
-- 2 [P(1+49-(1-431
(1+4)[1+4--(l-4)+(1+4N(1-f2)1
The denominator is positive and the bracket in the numerator
2
P(l+44-(1-q2) 4 0 2-
=-y( 402- +,)>O (4')
An
Hence
I b c l > l h,I
i.e. DR converges faster than the DC method.
NOTE ON DYNAMIC RELAXATION I47
If we use the Gerschgorin upper bound and take +nL = 1, and suppose +o< then
I ’DRl -2+0 (14)
I ’DC I - d(2) 4 0 (1 5 )
i.e. using the negative of the logarithm of the spectral radius of the iteration matrix as the
asymptotic rate of convergence3 we see that DR is asymptotically J2 times faster when the matrix
of the equations (2) has each row sum of moduli equal to unity.
REFERENCES
1’. J. R. H. Otter, ‘Computation for prestressed concrete reactor pressure vessels using Dynamic Relaxation’,
Nucl. struet. Engng, 1, 61-75 (1965).
2. S. Frankel, ‘Convergence rates of iterative treatments of partial differential equations’, Mafhl. Tab/. natn.
Res. Coun., Wash. 4, 65-75 (1950).
3. R. S. Varga, Matrix Iterafive Analysis. Prentice-Hall, Englewood Cliffs, New Jersey, 1962, pp. 143 et seq.