H-matrix (iterative method)

id: h-matrix-iterative-method-200-16359263
title: H-matrix (iterative method)
text: In mathematics, an H-matrix is a matrix whose comparison matrix is an M-matrix. It is useful in iterative methods. Definition: Let A = (aij) be a n × n complex matrix. Then comparison matrix M(A) of complex matrix A is defined as M(A) = αij where αij = −|Aij| for all i ≠ j, 1 ≤ i,j ≤ n and αij = |Aij| for all i = j, 1 ≤ i,j ≤ n. If M(A) is a M-matrix, A is a H-matrix. Invertible H-matrix guarantees convergence of Gauss–Seidel iterative methods.
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date modified: 2023-08-12T18:31:09Z
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