GRPM-style methods and comparisons of convergent and divergent rates

✍ Scribed by Ting-Zhu Huang; Li-Tao Zhang

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 626 KB
• Volume: 57
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2008.08.001

✦ Synopsis

Relaxed technique is one of techniques for improving convergence rate of splitting iterative methods. Based on local relaxed method and system relaxed method of parallel multisplitting Frommer and Mayer [A. Frommer, G. Mayer, Convergence of relaxed parallel multisplitting methods, Linear Algebra Appl. 119 (1989) 141-152], we give the global relaxed parallel multisplitting (GRPM) method by introducing some relaxed parameters and study the convergence of our methods (GRPM-style) when the coefficient matrices are H-matrices. Numerical experiments show that, when choosing the approximately optimal relaxed parameters, our methods have faster convergent rate than the methods in Chang [D.