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Prefactorization methods for some subclasses of H-matrices

Cvetkovic L., Nedic J.

Demonstratio Mathematica

1998

Vol. 31, nr 4

789-800

The development of the prefactorization methods introduced by Woźnicki started in 1968. Since then, these methods have been successfully applied to solving large systems of linear equations, arising from finite difference approximation applied to the second order elliptic equations. Prefactorization methods also proved to be a very efficient tool for solving linear systems with strictly diagonally dominant matrices. For increasing the rate of convergence single or double successive overrelaxation processes can be used. Determining the convergence area for relaxation parameters seems to be still an interesting problem. In this paper we present the convergence analysis for some prefactorization methods in a case when matrix belongs to some subclasses of H-matrices which are generalizations of strictly diagonally dominant matrices.