Monotone convergence of iterative methods for singular linear systems (Q1864780)

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scientific article; zbMATH DE number 1886393
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    Monotone convergence of iterative methods for singular linear systems
    scientific article; zbMATH DE number 1886393

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      Monotone convergence of iterative methods for singular linear systems (English)
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      11 January 2004
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      Monotonicity of iterative methods for singular systems is discussed. Results of \textit{A. Berman} and \textit{R. J. Plemmons} [Nonnegative matrices in the mathematical sciences (1979; Zbl 0484.15016)], and \textit{P. Semal} [Linear Algebra Appl. 230, 35-46 (1995; Zbl 0844.65107)] are generalized to the case of singular systems. It is shown that for a nonnegative splitting of the coefficient matrix there exist initial guesses such that the iterative sequence converges towards a solution of the system. The monotonicity of the block Gauss-Seidel method for solving a \(p\)-cyclic system and Markov chains is considered.
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      singular linear systems
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      iterative methods
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      semi-convergence
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      monotonicity
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      nonnegative splitting
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      block Gauss-Seidel method
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      \(p\)-cyclic system
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      Markov chains
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