On the preconditioned AOR iterative method for \(Z\)-matrices (Q2398133)

Given the linear system \(A x = b\) with \(A=I-L-U\), \(L\geq 0\) and \(U\geq 0\) the accelerated overrelaxation (AOR) iterative method is considered as iterative solver. For this methods the authors consider the preconditioned system \( PA x = Pb \) with \(P = I + \tilde L + \tilde U\), \(0\leq \tilde L \leq L\) and \(0\leq \tilde U \leq U\). The authors prove that the preconditioner \(P=I+L+U\), i.e., \(\tilde L=L\) and \(\tilde U=U\) is the best preconditioner in this class.