Convergence analysis of the preconditioned Gauss–Seidel method for H -matrices

In 1997, Kohno et al. [Toshiyuki Kohno, Hisashi Kotakemori, Hiroshi Niki, Improving the modified Gauss–Seidel method for Z -matrices, Linear Algebra Appl. 267 (1997) 113–123] proved that the convergence rate of the preconditioned Gauss–Seidel method for irreducibly diagonally dominant Z -matrices wi...

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Veröffentlicht in:Computers & mathematics with applications (1987) 2008-10, Vol.56 (8), p.2048-2053
Hauptverfasser: Liu, Qingbing, Chen, Guoliang, Cai, Jing
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Sprache:eng
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Zusammenfassung:In 1997, Kohno et al. [Toshiyuki Kohno, Hisashi Kotakemori, Hiroshi Niki, Improving the modified Gauss–Seidel method for Z -matrices, Linear Algebra Appl. 267 (1997) 113–123] proved that the convergence rate of the preconditioned Gauss–Seidel method for irreducibly diagonally dominant Z -matrices with a preconditioner I + S α is superior to that of the basic iterative method. In this paper, we present a new preconditioner I + K β which is different from the preconditioner given by Kohno et al. [Toshiyuki Kohno, Hisashi Kotakemori, Hiroshi Niki, Improving the modified Gauss–Seidel method for Z -matrices, Linear Algebra Appl. 267 (1997) 113–123] and prove the convergence theory about two preconditioned iterative methods when the coefficient matrix is an H -matrix. Meanwhile, two novel sufficient conditions for guaranteeing the convergence of the preconditioned iterative methods are given.
ISSN:0898-1221
1873-7668
DOI:10.1016/j.camwa.2008.03.033