The preconditioned Gauss-Seidel method faster than the SOR method

DOI10.1016/J.CAM.2007.07.002MaRDI QIDQ935766zbMATH OpenOpenAlexFDO

Authors Hiroshi Niki, Toshiyuki Kohno, Munenori Morimoto

Publication date 8 August 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.07.002

zbMATH Keywords

convergenceGauss-Seidel methodM-matrixnumerical examplespreconditioningsplittingsuccessive overrelaxation (SOR)

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

A new preconditioner for linear systems is presented. The basic idea of this work is based on the fact that the preconditioning effect is not observed on the \(n\)-th row of the system matrix. The convergence and comparison theorems of the proposed method are established by the help of numerical examples, which confirm the well explained theoretical analysis.

Recommendations

• Study on the preconditioners (I+S_m)
• Comparison theorems of preconditioned Gauss-Seidel methods for \(M\)-matrices
• Preconditioning the linear system for the sor method
• A note on the preconditioned Gauss--Seidel (GS) method for linear systems
• The survey of preconditioners used for accelerating the rate of convergence in the Gauss-Seidel method.

Cites work

• A comparison theorem for the iterative method with the preconditioner \((I+S_{max})\)
• Accelerated iterative method for Z-matrices
• Adaptive gauss-seidel method for linear systems
• Comparisons of nonnegative splittings of matrices
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• Improving the modified Gauss-Seidel method for Z-matrices
• Matrix theory. Basic results and techniques
• Modified iterative methods for consistent linear systems
• On optimal improvements of classical iterative schemes for Z-matrices
• The Gauss-Seidel iterative method with the preconditioning matrix (I+S+S_m)
• The survey of preconditioners used for accelerating the rate of convergence in the Gauss-Seidel method.

Cited in

(15)

• A note on the preconditioner \(P_m = (I + S_m)\)
• Erratum to: ``A note on the preconditioned Gauss-Seidel method for \(M\)-matrices
• Two new modified Gauss-Seidel methods for linear system with M-matrices
• The survey of preconditioners used for accelerating the rate of convergence in the Gauss-Seidel method.
• A parallel bio-inspired shortest path algorithm
• Comparison theorems of preconditioned Gauss-Seidel methods for \(M\)-matrices
• An extended \(GS\) method for dense linear systems
• An acceleration technique for the Gauss-Seidel method applied to symmetric linear systems
• A new effective preconditioned Gauss-Seidel iterative method
• The optimal preconditioner for the generalized interval SOR method
• Preconditioning the linear system for the sor method
• Convergence analysis of the new splitting preconditioned SOR-type iterative methods for the linear system
• ESOR method with diagonal preconditioners for SPD linear systems
• Preconditioned SOR interative methods for L-matrices
• Distributed algorithms for solving linear algebraic equations: an optimal control perspective

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