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On the rate of convergence of the alternating projection method in finite dimensional spaces. (English) Zbl 1074.65059

Summary: Using the results of K. Smith, D. Solomon, and S. Wagner [Bull. Amer. Math. Soc. 83, 1227–1270 (1977; Zbl 0521.65090)] and S. Nelson and M. Neumann [Numer. Math. 51, 123–141 (1987; Zbl 0628.65024)] we derive new estimates for the speed of the alternating projection method and its relaxed version in \(\mathbb R^m\). These estimates can be computed in at most \(O(m^3)\) arithmetic operations unlike the estimates in papers mentioned above that require spectral information. The new and old estimates are equivalent in many practical cases. In cases when the new estimates are weaker, the numerical testing indicates that they approximate the original bounds in papers mentioned above quite well.

MSC:

65J10 Numerical solutions to equations with linear operators
65Fxx Numerical linear algebra
41A25 Rate of convergence, degree of approximation
Full Text: DOI

References:

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