A Note on the Effect of Some Preconditionings for the Gauss-Seidel Iterative Method

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  • Gauss-Seidel反復法に対する前処理の組み合わせによる影響について
  • Gauss Seidel ハンプクホウ ニ タイスル マエ ショリ ノ クミアワセ ニ ヨル エイキョウ ニ ツイテ

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Abstract

In order to improve the convergence rate of the classical iterative method, some preconditioners have been proposed. Since these preconditioners are constructed from the elements of the upper triangular parts of the coefficient matrix, the preconditioned effect is not observed on the last row of the coefficient matrix. For obtaining the preconditioning effect on the last row, Morimoto et al. proposed the nth preconditioner (n is the order of the coefficient matrix). In this note, we propose a three step preconditioner, which has an extremely small spectral radius in some examples.

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