Computer Sciences Dept.

Convergent Generalized Monotone Splitting of Matrices

Olvi Mangasarian

Let B and T be n x n real matrices and r and n-vector and consider the system u = BTu+r. A new sufficient condition is given for the existence of a solution and convergence of a monotone process to a solution. The monotone process is a generalization of the Collatz-Schroder procedure.

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