An iteration method for solving the linear system Ax=b

In this paper, based on a convergence splitting of the matrix $A$, we present an inner–outer iteration method for solving the linear system $Ax=b$. We analyze the overall convergence of this method without any other restriction on its parameters. Moreover, we give the accelerated inner–outer iteration method, and discuss how to apply the inner–outer iterations as a preconditioner for the Krylov subspace methods. The inner–outer iteration method can also be used for the solution of $AXB=C$. Finally, several numerical examples are given to validate the performance of our proposed algorithms.