On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems (Q5937474)

Let \(A\) be a positive definite matrix, and \(A=M-N\) be a splitting with a symmetric matrix \(M\). The operator norm of \(T:=I-M^{-1} A\) with respect to \(\|\cdot\|_A\) coincides with its spectral radius. [Reviewer's remark: It can be smaller than 1 only if \(M\) is also positive definite.] Consequently a nonstationary iteration with elements of this type is convergent, if the iteration for each participant is convergent. This idea is extended to singular systems \(Ax=b\) under the condition that \(b\) is contained in the range of \(A\).