Jacobi and Gauss-Seidel iterations for polytopic systems: Convergence via convex M-matrices

DOI10.1023/A:1009961021112MaRDI QIDQ1577435zbMATH OpenOpenAlexFDO

Authors Dušan M. Stipanović, Dragoslav D. Siljak

Publication date 6 June 2001

Published in Reliable Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009961021112

zbMATH Keywords

\(M\)-matricesblock-matricesconvergenceGauss-Seidel methodJacobi methodlinear interval equationsnonlinear systemspolytope matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Interval and finite arithmetic (65G30) Numerical computation of solutions to systems of equations (65H10)

Review text

Linear interval equations are linear equations where the coefficient matrices range over a box. Common methods for solving such equations are Jacobi and Gauss-Seidel iterations. In the present paper, the coefficient matrices of the equations range over convex polytopes. It is shown that the Jacobi and Gauss-Seidel method converge if the matrices in the polytope are \(M\)-matrices. Conditions for a polytope matrix to contain ony \(M\)-matrices are derived. Further, generalizations of the investigations to block-matrices and nonlinear systems are discussed.

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