Comparison Theorems for Splittings of M-matrices in (block) Hessenberg Form

Abstract

Some variants of the (block) Gauss--Seidel iteration for the solution of linear systems with $M$-matrices in (block) Hessenberg form are discussed. Comparison results for the asymptotic convergence rate of some regular splittings are derived: in particular, we prove that for a lower-Hessenberg M-matrix $\rho(P_{GS})\geq \rho(P_S)\geq \rho(P_{AGS})$, where $P_{GS}, P_S, P_{AGS}$ are the iteration matrices of the Gauss--Seidel, staircase, and anti-Gauss--Seidel method. This is a result that does not seem to follow from classical comparison results, as these splittings are not directly comparable. It is shown that the concept of stair partitioning provides a powerful tool for the design of new variants that are suited for parallel computation.