Convergence theorems for USSOR iterative method with some preconditioned matrices
Da‐Wei Chang
Abstract
Da‐Wei Chang
Abstract
In order to improve the convergence rate of linear equations iterative method,using the appropriate pretreatment is necessary,that is the case PAx=Pb.The new preconditioned matrices P=I+C′α was used.When the coefficient matrix A is nonsingular M-matrix,using the USSOR iterative methods and the theory of matrix splitting,the comparison theorem is obtained.Finally,the main result is demonstrated by a numerical example.
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In order to improve the convergence rate of linear equations iterative method,using the appropriate pretreatment is necessary,that is the case PAx=Pb.The new preconditioned matrices P=I+C′α was used.When the coefficient matrix A is nonsingular M-matrix,using the USSOR iterative methods and the theory of matrix splitting,the comparison theorem is obtained.Finally,the main result is demonstrated by a numerical example.
Key concepts: Invertible matrix, Mathematics, Iterative method, Applied mathematics, Coefficient matrix, Matrix (chemical analysis), Rate of convergence, Convergence (economics)