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On the Monotonicity of Convergence Rate of Modified Gauss-Seidel Method

On the Monotonicity of Convergence Rate of Modified Gauss-Seidel Method
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摘要 In this note, we prove that the convergence rate of the modified Gauss-Seidel (MGS) method with preconditional I+S α is a monotonic function of preconditioning parameter α. Based on this result, to achieve better convergence rate we suggest proforming twice preconditoning when applying the MGS method to solve a linear system whose coefficient matrix is an irreducible non-singular M-matrix. In this note, we prove that the convergence rate of the modified Gauss-Seidel (MGS) method with preconditional I+S α is a monotonic function of preconditioning parameter α. Based on this result, to achieve better convergence rate we suggest proforming twice preconditoning when applying the MGS method to solve a linear system whose coefficient matrix is an irreducible non-singular M-matrix.
出处 《Journal of Shanghai University(English Edition)》 CAS 2004年第4期439-443,共5页 上海大学学报(英文版)
基金 ProjectsupportedinpartbytheNationalNaturalScienceFoun dationofChina (GrantNo .10 2 710 99)
关键词 PRECONDITIONING convergence rate modified Gauss-Seidel monotonicity. preconditioning, convergence rate, modified Gauss-Seidel, monotonicity.
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