A generalized Sassenfeld criterion and its relation to H-matrices

DOI10.1553/ETNA_VOL58S621MaRDI QIDQ6146166zbMATH OpenFDO

Authors Thomas P. Wihler

Publication date 5 February 2024

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2201.05628, http://etna.mcs.kent.edu/volumes/2021-2030/vol58/abstract.php?vol=58&pages=621-628

zbMATH Keywords

preconditioningsplitting methodsH-matricesconvergence of iterative linear solversGauss–Seidel schemeSassenfeld criterionSassenfeld index

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10) Positive matrices and their generalizations; cones of matrices (15B48)

Abstract: The starting point of this note is a decades-old yet little-noticed sufficient condition, presented by Sassenfeld in 1951, for the convergence of the classical Gauss-Seidel method. The purpose of the present paper is to shed new light on Sassenfeld's criterion and to demonstrate that it is directly related to H-matrices. In particular, our results yield a new characterization of H-matrices. In addition, the convergence of iterative linear solvers that involve H-matrix preconditioners is briefly discussed.

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