Numer. Math. (1997) 76: 309–321 Numerische Mathematik c Springer-Verlag 1997 Electronic Edition Existence and uniqueness of splittings for stationary iterative methods with applications to alternating methods Michele Benzi 1 , Daniel B. Szyld 2,⋆ 1 CERFACS, 42 Ave. G. Coriolis, F-31057 Toulouse Cedex, France; benzi@cerfacs.fr 2 Department of Mathematics, Temple University, Philadelphia, Pennsylvania 19122-2585, USA; szyld@math.temple.edu Received September 5, 1995 / Revised version received April 3, 1996 Summary. Given a nonsingular matrix A, and a matrix T of the same order, under certain very mild conditions, there is a unique splitting A = B - C , such that T = B -1 C . Moreover, all properties of the splitting are derived directly from the iteration matrix T . These results do not hold when the matrix A is singular. In this case, given a matrix T and a splitting A = B - C such that T = B -1 C , there are infinitely many other splittings corresponding to the same matrices A and T , and different splittings can have different properties. For instance, when T is nonnegative, some of these splittings can be regular splittings, while others can be only weak splittings. Analogous results hold in the symmetric positive semidefinite case. Given a singular matrix A, not for all iteration matrices T there is a splitting corresponding to them. Necessary and sufficient conditions for the existence of such splittings are examined. As an illustration of the theory developed, the convergence of certain alternating iterations is analyzed. Different cases where the matrix is monotone, singular, and positive (semi)definite are studied. Mathematics Subject Classification (1991): 65F10, 15A06 1. Introduction and preliminaries Consider the solution of linear systems of the form Ax = b , (1) where A is a square matrix of order n , possibly singular, and x , b IR n . The representation A = B - C is called a splitting if B is nonsingular. A splitting gives rise to the classical iterative method This work was supported by the National Science Foundation grant DMS-9201728 Correspondence to: D.B. Szyld Numerische Mathematik Electronic Edition page 309 of Numer. Math. (1997) 76: 309–321