Monotone convergence of iterative methods for singular linear systems (Q1864780)

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scientific article; zbMATH DE number 1886393
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Monotone convergence of iterative methods for singular linear systems
scientific article; zbMATH DE number 1886393

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    Monotone convergence of iterative methods for singular linear systems (English)
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    11 January 2004
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    Monotonicity of iterative methods for singular systems is discussed. Results of \textit{A. Berman} and \textit{R. J. Plemmons} [Nonnegative matrices in the mathematical sciences (1979; Zbl 0484.15016)], and \textit{P. Semal} [Linear Algebra Appl. 230, 35-46 (1995; Zbl 0844.65107)] are generalized to the case of singular systems. It is shown that for a nonnegative splitting of the coefficient matrix there exist initial guesses such that the iterative sequence converges towards a solution of the system. The monotonicity of the block Gauss-Seidel method for solving a \(p\)-cyclic system and Markov chains is considered.
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    singular linear systems
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    iterative methods
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    semi-convergence
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    monotonicity
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    nonnegative splitting
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    block Gauss-Seidel method
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    \(p\)-cyclic system
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    Markov chains
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