A parallel multisplitting method with self-adaptive weightings for solving H-matrix linear systems
نویسندگان
چکیده
In this paper, a parallel multisplitting iterative method with the self-adaptive weighting matrices is presented for the linear system of equations when the coefficient matrix is an H-matrix. The zero pattern in weighting matrices is determined in advance, while the non-zero entries of weighting matrices are determined by finding the optimal solution in a hyperplane of α points generated by the parallel multisplitting iterations. Especially, the nonnegative restriction of weighting matrices is released. The convergence theory is established for the parallel multisplitting method with self-adaptive weightings. Finally, a numerical example shows that the parallel multisplitting iterative method with the self-adaptive weighting matrices is effective.
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ورودعنوان ژورنال:
دوره 2017 شماره
صفحات -
تاریخ انتشار 2017