On the convergence of generalized parallel multisplitting iterative methods for semidefinite linear systems

DOI10.3934/NACO.2012.2.863MaRDI QIDQ1940970zbMATH OpenOpenAlexFDO

Authors Yanxing Cui, Chuanlong Wang, Ruiping Wen

Publication date 11 March 2013

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/naco.2012.2.863

zbMATH Keywords

convergenceDrazin inverselarge sparse linear systemnumerical exampleparallel multisplittingquotient convergencesemidefinite matrixseminorm convergence

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

Review text

This paper studies generalized multisplitting methods for large sparse linear systems \(Ax = b\) denoted by \(x^{(k+1)} = (I-RA)^{(k)} + Rb\). Here \(R\) may differ from the classical uses of \(R = M^{-1}\), \(R = M^\dagger\) or \(R\) as the Drazin inverse of \(M\) for an additive splitting \(A = M - N\). The main results are: If \(A\) is positive semidefinite, if all \(R_j^T+R_j-R_j^TAR_j\) are positive semidefinite on the column space of \(A\) in a generalized stationary parallel multisplitting method then the quotient convergence and convergence are equivalent. This is generalized to generalized non-stationary parallel multisplitting methods and under relevant conditions, convergence or quotient convergence is proved. A 2 by 2 example shows the value of this method for a system with singular semidefinite \(A\).

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Cited in

(6)

• On parallel multisplitting iterative methods for singular linear systems
• Generalized iterative methods for semidefinite linear systems
• Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems.
• scientific article; zbMATH DE number 6501502 (Why is no real title available?)
• Convergence analysis of iterative methods for semidefinite systems
• Generalizations of the nonstationary multisplitting iterative method for symmetric positive definite linear systems

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