On the convergence of splittings for semidefinite linear systems

Lijing Lin, Yimin Wei*, Ching Wah Woo, Jieyong Zhou

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Recently, Lee et al. [Young-ju Lee, Jinbiao Wu, Jinchao Xu, Ludmil Zikatanov, On the convergence of iterative methods for semidefinite linear systems, SIAM J. Matrix Anal. Appl. 28 (2006) 634-641] introduce new criteria for the semi-convergence of general iterative methods for semidefinite linear systems based on matrix splitting. The new conditions generalize the classical notion of P-regularity introduced by Keller [H.B. Keller, On the solution of singular and semidefinite linear systems by iterations, SIAM J. Numer. Anal. 2 (1965) 281-290]. In view of their results, we consider here stipulations on a splitting A = M - N, which lead to fixed point systems such that, the iterative scheme converges to a weighted Moore-Penrose solution to the system Ax = b. Our results extend the result of Lee et al. to a more general case and we also show that it requires less restrictions on the splittings than Keller's P-regularity condition to ensure the convergence of iterative scheme.

Original languageEnglish
Pages (from-to)2555-2566
Number of pages12
JournalLinear Algebra and its Applications
Volume429
Issue number10
Early online date21 Feb 2008
DOIs
Publication statusPublished - 1 Nov 2008

Keywords

  • Hermitian positive semidefinite matrix
  • iterative method
  • linear system
  • rectangular system
  • regularity

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