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.
基金
ProjectsupportedinpartbytheNationalNaturalScienceFoun dationofChina (GrantNo .10 2 710 99)