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...

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Veröffentlicht in:Journal of computational and applied mathematics 1996-11, Vol.75 (1), p.87-97
Hauptverfasser: Kotakemori, Hisashi, Niki, Hiroshi, Okamoto, Naotaka
Format: Artikel
Sprache:eng
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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