Semiconvergence of extrapolated iterative method for singular linear systems

In this paper, we discuss convergence of the extrapolated iterative methods for solving singular linear systems. A general principle of extrapolation is presented. The semiconvergence of an extrapolated method induced by a regular splitting and a nonnegative splitting is proved whenever the coe cient matrix A is a singular M -matrix with ‘property c’ and an irreducible singular M -matrix, respectively. Since the (generalized, block) JOR and AOR methods are respectively the extrapolated methods of the (generalized, block) Jacobi and SOR methods, so the semiconvergence of the (generalized, block) JOR and AOR methods for solving general singular systems are proved. Furthermore, the semiconvergence of the extrapolated power method, the (block) JOR, AOR and SOR methods for solving Markov chains are discussed. c © 1999 Elsevier Science B.V. All rights reserved.