Accelerated iterative method for Z-matrices
It has recently been reported that the convergence of the preconditioned Gauss-Seidel method which uses a matrix of the type ( I + U) as a preconditioner is faster than the basic iterative method. In this paper, we generalize the preconditioner to the type ( I + βU), where β is a positive real numbe...
Gespeichert in:
Veröffentlicht in: | Journal of computational and applied mathematics 1996-11, Vol.75 (1), p.87-97 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | It has recently been reported that the convergence of the preconditioned Gauss-Seidel method which uses a matrix of the type (
I +
U) as a preconditioner is faster than the basic iterative method. In this paper, we generalize the preconditioner to the type (
I +
βU), where β is a positive real number. After discussing convergence of the method applied to Z-matrices, we propose an algorithm for estimating the optimum
β. Numerical examples are also given, which show the effectiveness of our algorithm. |
---|---|
ISSN: | 0377-0427 1879-1778 |
DOI: | 10.1016/S0377-0427(96)00061-1 |