Convergence analysis of the parallel multisplitting psd method

Abstract

In this paper, we propose the parallel multisplitting PSD method, for solving large nonsingular system of linear equations Ax = b. The convergence theorems of these new algorithms are established under the condition that the coefficient matrix A of linear system is an H-matrix. Some results also yield new covergence theorem for PSD method. Finally, a numerical example is given to show the superiority of the new algorithm.

Keywords:

• Multisplitting
• Parallel Multisplitting PSD Method
• Linear System
• Convergence
• H-Matrix