Some extensions of the improved modified Gauss–Seidel iterative method for H‐matrices
Liying Sun · Numerical Linear Algebra with Applications · 2006
Abstract In this paper, first we present a convergence theorem of the improved modified Gauss–Seidel iterative method, referred to as the IMGS method, for H‐matrices and compare the range of parameters αi with that of the parameter ω of the SOR iterative method. Then with a more general splitting, the convergence analysis of this method for an H‐matrix and its comparison matrix is given. The spectral radii of them are also compared. Copyright © 2006 John Wiley & Sons, Ltd.