Note To The Mixed-Type Splitting Iterative Method For The Positive Real Linear System

In [5] a new iterative method is given for the linear system of equations Au=b , where A is large, sparse and nonsymmetrical and A^{\rm T}+A is symmetric and positive definite (SPD) or equivalently A is positive real. The new iterative method is based on a mixed-type splitting of the matrix A and is called the mixed-type splitting iterative method. The iterative method contains an auxiliary matrix D_1 that is restricted to be symmetric. In this note, the auxiliary matrix is allowed to be more general and it is shown that by proper choice of D 1 , the new iterative method is still convergent. It is also shown that by special choice of D_{1} , the new iterative method becomes the well-known (point) accelerated overrelaxation (AOR) [1] method. Hence, it is shown that the (point) AOR method applied to the positive real system is convergent under the proper choice of the overrelaxation parameters y and .

Keywords:

• Linear System Of Equations
• Iterative Method
• Sor Method
• Aor Method
• Symmetric And Positive Definite (SPD) Matrix
• Skew Symmetric (SS) Matrix
• Positive Real Matrix