R. Nabben, A NOTE ON COMPARISON-THEOREMS FOR SPLITTINGS AND MULTISPLITTINGS OF HERMITIAN POSITIVE-DEFINITE MATRICES, Linear algebra and its applications, 233, 1996, pp. 67-80
We discuss iterative methods for the solution of the linear system Ax
= b, which are based on a single splitting or a multisplitting of A. I
n order to compare different methods, it is common to compare the spec
tral radius of the iterative matrix. For M-matrices A and weak regular
splittings there exist well-known comparison theorems. Here, we give
a comparison theorem for splittings of Hermitian positive definite mat
rices. Furthermore, we establish a comparison theorem for multisplitti
ngs of a Hermitian positive definite matrix.