An acceleration technique for the Gauss-Seidel method applied to symmetric linear systems

Abstract

A preconditioning technique to improve the convergence of the Gauss-Seidel method applied to symmetric linear systems while preserving symmetry is proposed. The preconditioner is of the form I + K and can be applied an arbitrary number of times. It is shown that under certain conditions the application of the preconditioner a finite number of steps reduces the matrix to a diagonal. A series of numerical experiments using matrices from spatial discretizations of partial differential equations demonstrates that both versions of the preconditioner, point and block version, exhibit lower iteration counts than its non-symmetric version. To cite this article: J. Cajigas, I. Arenas, P. Castillo, An acceleration technique for the Gauss-Seidel method applied to symmetric linear systems, Rev. Integr. Temas Mat. 32 (2014), no. 1, 91–100.

Keywords

• Preconditioning
• Gauss-Seidel method
• regular splitting.