Preconditioned AOR iterative methods for \(M\)-matrices (Q1008671)

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Preconditioned AOR iterative methods for \(M\)-matrices
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    Preconditioned AOR iterative methods for \(M\)-matrices (English)
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    30 March 2009
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    The authors present general preconditioners for solving linear systems with a non-singular \(M\)-matrix. Additionally, they prove that the proposed preconditioners increase the convergence rate of accelerated overrelaxation (AOR) iterative methods. Finally, the authors demonstrate the applicability by solving a convection-diffusion equation and numerical results for the restarted generalized minimal residual (GMRES) method and precondiotioned restarted GMRES method are presented, using MATLAB.
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    linear system
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    M-matrix
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    preconditioner
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    convergence
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    accelerated overrelaxation (AOR) iterative methods
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    restarted generalized minimal residual (GMRES) method
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    convection-diffusion equation
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    numerical results
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    MATLAB
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