Iteration Methods for Linear Systems with Positive Definite Matrix

Longquan Yong, Shouheng Tuo, Jiarong Shi

Abstract


Two classical first order iteration methods, Richardson iteration and HSS iteration for linear systems with positive definite matrix, are demonstrated. Theoretical analyses and computational results show that the HSS iteration has the advantages of fast convergence speed, high computation efficiency, and without requirement of symmetry.


Keywords


iteration method; Richardson iteration; HSS iteration; symmetric positive definite; generalized positive definite

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DOI: http://doi.org/10.12928/telkomnika.v14i4.4238

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TELKOMNIKA Telecommunication, Computing, Electronics and Control
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