A two‐step matrix splitting iteration paradigm based on one single splitting for solving systems of linear equations

Abstract For solving large sparse systems of linear equations, we construct a paradigm of two‐step matrix splitting iteration methods and analyze its convergence property for the nonsingular and the positive‐definite matrix class. This two‐step matrix splitting iteration paradigm adopts only one single splitting of the coefficient matrix, together with several arbitrary iteration parameters. Hence, it can be constructed easily in actual applications, and can also recover a number of representatives of the existing two‐step matrix splitting iteration methods. This result provides systematic treatment for the two‐step matrix splitting iteration methods, establishes rigorous theory for their asymptotic convergence, and enriches algorithmic family of the linear iteration solvers, for the iterative solutions of large sparse linear systems.