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

From MaRDI portal
scientific article; zbMATH DE number 1619314
Language Label Description Also known as
English
On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems
scientific article; zbMATH DE number 1619314

    Statements

    On the convergence of nonstationary iterative methods for symmetric positive (semi)definite systems (English)
    0 references
    0 references
    5 March 2002
    0 references
    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 \(A\).
    0 references
    nonstationary iterations
    0 references
    convergence
    0 references
    positive definite matrix
    0 references
    splitting
    0 references
    spectral radius
    0 references
    singular systems
    0 references

    Identifiers