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Accelerated iterative method for Z-matrices

โœ Scribed by Hisashi Kotakemori; Hiroshi Niki; Naotaka Okamoto

Book ID
104338316
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
364 KB
Volume
75
Category
Article
ISSN
0377-0427

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โœฆ Synopsis

It has recently been reported that the convergence of the preconditioned Gauss-Seidel method which uses a matrix of the type (I+ U) as a preconditioner is faster than the basic iterative method. In this paper, we generalize the preconditioner to the type (I+flU), where fl is a positive real number. After discussing convergence of the method applied to Z-malrices, we propose an algorithm for estimating the optimum ft. Numerical examples are also given, which show the effectiveness of our algorithm.

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