Comparison Theorems for Splittings of M-matrices in (block) Hessenberg Form

06/19/2021
by   Luca Gemignani, et al.
0

Some variants of the (block) Gauss-Seidel iteration for the solution of linear systems with M-matrices in (block) Hessenberg form are discussed. Comparison results for the asymptotic convergence rate of some regular splittings are derived: in particular, we prove that for a lower-Hessenberg M-matrix ρ(P_GS)≥ρ(P_S)≥ρ(P_AGS), where P_GS, P_S, P_AGS are the iteration matrices of the Gauss-Seidel, staircase, and anti-Gauss-Seidel method. This is a result that does not seem to follow from classical comparison results, as these splittings are not directly comparable. It is shown that the concept of stair partitioning provides a powerful tool for the design of new variants that are suited for parallel computation.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset