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Convergence and quotient convergence of iterative methods for solving singular linear equations with index one
Authors:Lijing Lin  Yimin Wei  Naimin Zhang
Institution:1. School of Mathematical Sciences, Fudan University, Shanghai 200433, PR China;2. Key Laboratory of Nonlinear Science (Fudan University), Education of Ministry, PR China;3. School of Mathematics and Information Science, Wenzhou University, Wenzhou 325035, PR China
Abstract:Singular systems with index one arise in many applications, such as Markov chain modelling. In this paper, we use the group inverse to characterize the convergence and quotient convergence properties of stationary iterative schemes for solving consistent singular linear systems when the index of the coefficient matrix equals one. We give necessary and sufficient conditions for the convergence of stationary iterative methods for such problems. Next we show that for the stationary iterative method, the convergence and the quotient convergence are equivalent.
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