Further Study on (I+S_(max)) Preconditioning Gauss-Seidel Iterative Method
- 数学科学－已发表论文 
Kotakemori研究了不可约对角占优Z 阵的(I+Smax)预条件Gauss Seidel迭代法,并证明在一定条件下,进行(I+Smax)预处理比(I+S)预处理收敛效果更好.本文将其收敛性定理推广到具有广泛应用背景的H 阵,并将这两类预条件Gauss Seidel迭代法相结合对不可约非奇M 阵进行两次适当的预处理,数值例子表明这样可以大大加快Gauss Seidel迭代法的收敛速度.Hisashiki Kotakemori had proposed a preconditioner (I+S_(max)) for irreducibly diagonally dominant Z-matrix, which achieves better convergence rate than the classical Gauss-Seidel method and even better than Modified Gauss-Seidel method with preconditioner (I+S) under certain circumstances. We extend his convergence theorem to the case of H-matrix, and apply the preconditioner (I+S_(max)) to twice preconditioning for irreducible non-singular M-matrix, combining with another preconditioner (I+S). Numerical examples had been given to confirm that the convergence rate had been improved on considerably.