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

JESÚS CAJIGAS^{a, *}, ISNARDO ARENAS^b, PAUL CASTILLO^a

^a University of Puerto Rico, Department of Mathematical Sciences, Mayagüez, Puerto Rico 00681, US.
^b The University of Texas at Dallas, Department of Mathematical Sciences, Richardson, TX 75080-3021.

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.

Keywords: Preconditioning, Gauss-Seidel method, regular splitting.
MSC2010: 65F08, 65F10, 65F50.

Resumen. Se propone una técnica de precondicionamiento para mejorar la convergencia del método Gauss-Seidel aplicado a sistemas lineales simétricos pero preservando simetría. El precondicionador es de la forma I + K y puede ser aplicado un número arbitrario de veces. Se demuestra que bajo ciertas condiciones la aplicación del precondicionador un número finito de pasos reduce la matriz del sistema precondicionado a una diagonal. Una serie de experimentos con matrices que provienen de la discretización de ecuaciones en derivadas parciales muestra que ambas versiones del precondicionador, por punto y por bloque, muestran un menor número de iteraciones en comparación con la versión que no preserva simetría.

Palabras Claves: Precondicionamiento, método de Gauss-Seidel, descomposiciones regulares.

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^*Corresponding author: E-mail: jesus.cajigas@upr.edu.
Received: 16 December 2013, Accepted: 20 March 2014.
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.