On the convergence of additive and multiplicative splitting iterations for systems of linear equations

摘要

We study convergence conditions for the additive and the multiplicative splitting iteration methods, i.e., two generalizations of the additive and the multiplicative Schwarz iterations, for Hermitian and non-Hermitian systems of linear equations, under an algebraic setting. Theoretical analyses show that when the coefficient and the splitting matrices are Hermitian, or non-Hermitian but diagonalizable, satisfying mild conditions, both additive and multiplicative splitting iteration methods are convergent, even if the coefficient matrix is indefinite.