Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4603095 | Linear Algebra and its Applications | 2008 | 16 Pages |
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.
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