Abstract

We present several iterations for preconditioners introduced by Tarazaga and Cuellar (2009), and study the convergence of the method for solving a linear system whose coefficient matrix is positive definite matrices, and we also find that they complete very well with the SOR iteration, which is shown through numerical examples.

Highlights

  • For solving the large sparse linear systemAx = b, x, b ∈ Rn, (1)where A ∈ Rn×n is a square nonsingular positive definite matrix, an iteration method is often considered

  • We present several iterations for preconditioners introduced by Tarazaga and Cuellar (2009), and study the convergence of the method for solving a linear system whose coefficient matrix is positive definite matrices, and we find that they complete very well with the SOR iteration, which is shown through numerical examples

  • Xk+1 = (I − ω(I + ωPfL)−1PfA) xk + (I + ωPfL)−1ωPfb. (15). This iteration is considered as sequential Frobenius norm iteration

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Summary

Introduction

Where A ∈ Rn×n is a square nonsingular positive definite matrix, an iteration method is often considered. Where P is called the preconditioner or a preconditioning matrix. A matrix A = (aij) is called a row diagonally dominant if. Because I + ωPfL is inverse, we can get xk+1 = (I − (Pf−1 + ωL)−1A) xk + (Pf−1 + ωL)−1ωb (14) This iteration is considered as sequential Frobenius norm iteration. We obtained and built the infinity norm iteration associated with P∞ as follows: xk+1 = (I − (P∞−1 + ωL)−1A) xk + (P∞−1 + ωL)−1ωb (16). We have set two preconditioned SOR iterative methods which use Pf and P∞ as a preconditioner. First, we discuss the convergence of the preconditioned SOR iterative method which uses Pf and P∞ as a preconditioner.

The Sequential Frobenius Norm Iteration
The Sequential Infinity Norm Iteration
Numerical Experiments
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