Convergence of multisplitting method for a symmetric positive definite matrix (Q2386797)

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Convergence of multisplitting method for a symmetric positive definite matrix
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    Convergence of multisplitting method for a symmetric positive definite matrix (English)
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    25 August 2005
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    The authors present a convergence analysis of a multisplitting method for solving a linear system, where the coefficient matrix is a symmetric positive definite matrix and is not an H-matrix. Further convergence conditions are proved for many different multisplitting schemes applied to the derived strictly diagonally dominant matrix, based on incomplete factorization or regular splittings such as Jacobi or symmetric successive overrelaxation splittings.
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    Symmetric multisplitting method
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    Jacobi method
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    incomplete factorization
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    symmetric positive definite matrix
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    convergence
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    symmetric successive overrelaxation
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