On convergence of preconditioned Gauss-Seidel iterative method
Dong Xia
Abstract
Dong Xia
Abstract
The preconditioned Gauss-Seidel iterative method is introduced. It is proved that if the coefficient matrix is an irreducible Z-matrix, H-matrix or positive definite matrix, then the preconditioned Gauss-Seidel iterative method is convergent. Thus it expands the applicable scope of the method. Finally, a simple numerical example shows the validity of the conclusions.
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The preconditioned Gauss-Seidel iterative method is introduced. It is proved that if the coefficient matrix is an irreducible Z-matrix, H-matrix or positive definite matrix, then the preconditioned Gauss-Seidel iterative method is convergent. Thus it expands the applicable scope of the method. Finally, a simple numerical example shows the validity of the conclusions.
Key concepts: Gauss–Seidel method, Iterative method, Mathematics, Convergence (economics), Matrix (chemical analysis), Applied mathematics, Simple (philosophy), Positive-definite matrix