Block-relaxation algorithms in statistics. (English) Zbl 0829.65144

De Leeuw, Jan

Bock, Hans-Hermann (ed.) et al., Information systems and data analysis. Prospects, foundations, applications. Proceedings of the 17th annual conference of the Gesellschaft für Klassifikation e. V., Univ. of Kaiserslautern, Germany, March 3-5, 1993. Berlin: Springer-Verlag. 308-324 (1994).

This short overview on block-relaxation methods includes some original results of the author. Global and quantitative convergence are presented with examples and counterexamples. The paper is useful for both theoretical and applied mathematics and to those interested of optimization problems.
For the entire collection see [Zbl 0812.00033].

Reviewer: M.Gaşpar (Iaşi)

MSC:

65C99	Probabilistic methods, stochastic differential equations
65F10	Iterative numerical methods for linear systems
62J05	Linear regression; mixed models

Keywords:

computational statistics; survey article; block-relaxation methods; convergence; counterexamples