Convergence conditions for splitting iteration methods for non-Hermitian linear systems (Q2465314): Difference between revisions

The authors consider iterative solution methods for systems of linear equations \(Ax=b\) with a non-Hermitian and non-singular matrix \(A\). Necessary and sufficient convergence conditions for splitting methods \(x^{(k+1)} = T x^{(k)} + M^{-1}b\) with \(A = M-N\), \(T = M^{-1}N\) are derived. The presented theory is used to obtain a convergence theorem for a class of modified accelerated overrelaxation methods including the Uzawa method for solving generalized saddle point problems. Furthermore, the theory is applied to get sufficient convergence conditions for pointwise and blockwise two-stage iteration methods.