A linearly convergent iterative method for identifying H-matrices
Junjie Yue, Liping Zhang, Zhaohui Huang · Linear and Multilinear Algebra · 2018
H-matrices play an important role in applied sciences such as numerical analysis and optimization theory. An attractive question is to identify whether a given matrix is an H-matrix. In this paper, we propose a new iterative algorithm for identifying H-matrices. We show that the proposed algorithm has linear convergence and can determine the H-matrix characterization for any given matrix. Its performance is illustrated in a set of numerical tests.