Accelerated iterative method for Z-matrices

被引:39
作者
Kotakemori, H
Niki, H
Okamoto, N
机构
[1] OKAYAMA UNIV SCI,DEPT APPL CHEM,OKAYAMA 700,JAPAN
[2] OKAYAMA UNIV SCI,DEPT APPL MATH,OKAYAMA 700,JAPAN
关键词
Gauss-Seidel method; SOR method; preconditioning; Z-matrix;
D O I
10.1016/S0377-0427(96)00061-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 + beta U), where beta is a positive real number. After discussing convergence of the method applied to Z-matrices, we propose an algorithm for estimating the optimum beta. Numerical examples are also given, which show the effectiveness of our algorithm.
引用
收藏
页码:87 / 97
页数:11
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