(1) Institut für Angewandte Mathematik, Universität Karlsruhe, D-76128 Karlsruhe, Germany;(2) Institut für Mathematik, Universität Rostock, D-18051 Rostock, Germany
Abstract:
Richardson splitting applied to a consistent system of linear equations Cx = b with a singular matrix C yields to an iterative method xk+1 = Axk + b where A has the eigenvalue one. It is known that each sequence of iterates is convergent to a vector x* = x* (x0) if and only if A is semi-convergent. In order to enclose such vectors we consider the corresponding interval iteration
with (|A]|) = 1 where |A]| denotes the absolute value of the interval matrix A]. If |A]| is irreducible we derive a necessary and sufficient criterion for the existence of a limit
of each sequence of interval iterates. We describe the shape of
and give a connection between the convergence of (
) and the convergence of the powers
of A].Dedicated to Professor G. Mae on the occasion of his 65th birthday