ABSTRACT
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.
Acknowledgements
The authors would like to thank the editor and the anonymous referees for their helpful constructive comments and suggestions which lead to a significantly improved version of the paper.
Disclosure statement
No potential conflict of interest was reported by the authors.