Three-step alternating iterations for index 1 and non-singular matrices
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article, we introduce a new iteration scheme called three-step altern...
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Veröffentlicht in: | Numerical algorithms 2020-06, Vol.84 (2), p.457-483 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article, we introduce a new iteration scheme called three-step alternating iterations using proper splittings and group inverses to find an approximate solution of singular linear systems, iteratively. As a special case, the same findings also work for finding an approximate solution of non-singular linear systems. A preconditioned alternating iterative scheme is also proposed to relax some sufficient conditions and to obtain faster convergence as well. We then show that our scheme converges faster than the unpreconditioned one. The theoretical findings are then validated numerically. |
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ISSN: | 1017-1398 1572-9265 |
DOI: | 10.1007/s11075-019-00764-0 |