Convergence and quotient convergence of iterative methods for solving singular linear equations with index one

Lijing Lin, Yimin Wei, Naimin Zhang

Research output: Contribution to journalArticlepeer-review

Abstract

Singular systems with index one arise in many applications, such as Markov chain modelling. In this paper, we use the group inverse to characterize the convergence and quotient convergence properties of stationary iterative schemes for solving consistent singular linear systems when the index of the coefficient matrix equals one. We give necessary and sufficient conditions for the convergence of stationary iterative methods for such problems. Next we show that for the stationary iterative method, the convergence and the quotient convergence are equivalent.

Original languageEnglish
Pages (from-to)1665-1674
Number of pages10
JournalLinear Algebra and its Applications
Volume430
Issue number5-6
Early online date27 Jul 2008
DOIs
Publication statusPublished - 1 Mar 2009

Keywords

  • group inverse
  • Index one
  • iterative method
  • Markov chain
  • quotient convergence
  • singular linear equations

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