International Conference on Environmental Mathematical Modeling and Numerical Analysis (Rostov-on-Don)

Relaxation method convergence for H-matrices

L. Cvetković

University of Novi Sad, Faculty of Science and Mathematics, Department of Mathematics and Informatics

Abstract: The class of H-matrices is a very wide class, in the sence that for a lot of practical problems matrix of the considered linear system is an H-matrix. If the system is of a large dimension, it is neccessary to solve it by an iterative method. Since relaxation iterative methods depend on one or more relaxation parameters, it is convinient to use them, since the convergence rate depends on those parameters. But, first of all we need to find convergence area. In this paper it will be proved how it can be done in the case of the MAOR iterative method.

UDC: 519.6

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