Article ID Journal Published Year Pages File Type
4603095 Linear Algebra and its Applications 2008 16 Pages PDF
Abstract

Necessary and sufficient convergence conditions are studied for splitting iteration methods for non-Hermitian system of linear equations when the coefficient matrix is nonsingular. When this theory is specialized to the generalized saddle-point problem, we obtain convergence theorem for a class of modified accelerated overrelaxation iteration methods, which include the Uzawa and the inexact Uzawa methods as special cases. Moreover, we apply this theory to the two-stage iteration methods for non-Hermitian positive definite linear systems, and obtain sufficient conditions for guaranteeing the convergence of these methods.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory