On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems (Q5937474)
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scientific article; zbMATH DE number 1619314
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English | On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems |
scientific article; zbMATH DE number 1619314 |
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On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems (English)
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5 March 2002
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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 \(A\).
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nonstationary iterations
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convergence
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positive definite matrix
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splitting
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spectral radius
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singular systems
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