Convergence Analysis of Preconditioned AOR Iterative Method for Linear Systems
Author(s) -
Qingbing Liu,
Guoliang Chen
Publication year - 2010
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2010/341982
Subject(s) - preconditioner , iterative method , algorithm , convergence (economics) , rate of convergence , linear system , linear complementarity problem , mathematics , complementarity (molecular biology) , computer science , mathematical analysis , nonlinear system , physics , computer network , channel (broadcasting) , quantum mechanics , biology , economics , genetics , economic growth
M-(H-)matrices appear in many areas of science and engineering, for example, in the solution of thelinear complementarity problem (LCP) in optimization theory and in the solution of large systemsfor real-time changes of data in fluid analysis in car industry. Classical (stationary) iterativemethods used for the solution of linear systems have been shown to convergence for this class ofmatrices. In this paper, we present some comparison theorems on the preconditioned AOR iterativemethod for solving the linear system. Comparison results show that the rate of convergence of thepreconditioned iterative method is faster than the rate of convergence of the classical iterativemethod. Meanwhile, we apply the preconditioner to H-matrices and obtain the convergence result.Numerical examples are given to illustrate our results
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