A Convergence Theorem for the Gauss-Seidel Iterative Method with the Preconditioner (I+S′)
GE Xiao-kui
Abstract
GE Xiao-kui
Abstract
In 1991,Gunawardena et al have reported the modified Gauss-Seidel method with a preconditoner (I+S).In this paper, we propose to use a preconditioner (I+S′) instead of (I+S).Here(S′)_(ij)=-a_(i,k_i)i=1,2,...,n-1,j=i+1, 0otherwise, We get the convergence theorem for the proposed method.
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In 1991,Gunawardena et al have reported the modified Gauss-Seidel method with a preconditoner (I+S).In this paper, we propose to use a preconditioner (I+S′) instead of (I+S).Here(S′)_(ij)=-a_(i,k_i)i=1,2,...,n-1,j=i+1, 0otherwise, We get the convergence theorem for the proposed method.
Key concepts: Preconditioner, Gauss–Seidel method, Convergence (economics), Mathematics, Applied mathematics, Iterative method, Gauss, Mathematical optimization