Is a general -matrix?
2012, Linear Algebra and its Applications
https://doi.org/10.1016/J.LAA.2011.03.009Abstract
H−matrices play an important role in the theory and applications of Numerical Linear Algebra. So, it is very useful to know whether a given matrix A ∈ C n,n , usually the coefficient of a complex linear system of algebraic equations or of a Linear Complementarity Problem (A ∈ R n,n , with a ii > 0 for i = 1, 2,. .. , n in this case), is an H−matrix; then, most of the classical iterative methods for the solution of the problem at hand converge. In recent years the set of H−matrices has been extended to what is now known as the set of General H−matrices, and a partition of this set in three different classes has been made. The main objective of this work is to develop an algorithm that will determine the H−matrix character and will identify the class to which a given matrix A ∈ C n,n belongs; in addition, some results on the classes of general H−matrices and a partition of the non-H−matrix set are presented.
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- FOR i = 1 to n i : S i = j b ij 5. m = min S i , M = max S i
- IF m > 1 : r = m > 1 (F ∈ n H 0 ) END
- ELSE IF M < 1 : r = M < 1 (F ∈ H I ) END
- ELSE IF m = M ( = 1 ) : r = 1 (F ∈ H M ) END
- ELSE : D = diag(1 + S i )/(1 + M ), J = D -1 JD, k = k + 1
- IF k > maxiter : STOP (Print m and M for the user to decide whether to increase maxiter or use a tolerance (TOL) (see end of this Section))
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