A new algorithmic characterization of H-matrices
The authors present a new iterative non-parameter method which allows an algorithmic characterization of \(H\)-matrices.This means that the proposed algorithm stops after a finite number of steps if and only if the input matrix \(A\) is an \(H\)-matrix. Actually, the method is an improvement of a known algorithm already presented in literature by \textit{T.-Z. Huang, J.-S. Long, E. L. Wachspress} and \textit{Y. Y. Tang} [Comput. Math. Appl. 48, 1587--1601 (2004; Zbl 1075.65044)], but it really works differently and significantly better. Two examples are reported to enlighten the features of this new method.
- A new criterion for the H-matrix property
- A nonparameter criterion for generalized diagonally dominant matrices
- An extension of the criteria for generalized diagonally dominant matrices
- An iterative criterion for \(H\)-matrices
- An iterative test for \(H\)-matrix
- Characterization of H-matrices
- Criteria for generalized diagonally dominant matrices and \(M\)-matrices
- On the Iterative Criterion for Generalized Diagonally Dominant Matrices
- Characterization of H-matrices
- A parallel characterization of H-matrices
- A linearly convergent iterative method for identifying H-matrices
- scientific article; zbMATH DE number 2202149 (Why is no real title available?)
- Is \(A\in\mathbb C^{n,n}\) a general \(H\)-matrix?
- An accurate chase-like iterative algorithm for H-matrices
- A new non-parameter criterion for H-matrices
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