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Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems

  • Zhong Zhi Bai*
  • , Gene H. Golub
  • , Jian Yu Pan
  • *此作品的通讯作者
  • Chinese Academy of Sciences
  • Stanford University

科研成果: 期刊稿件文章同行评审

摘要

For the positive semidefinite system of linear equations of a block two-by-two structure, by making use of the Hermitian/skew-Hermitian splitting iteration technique we establish a class of preconditioned Hermitian/skew- Hermitian splitting iteration methods. Theoretical analysis shows that the new method converges unconditionally to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameter and the corresponding asymptotic convergence rate are computed exactly. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.

源语言英语
页(从-至)1-32
页数32
期刊Numerische Mathematik
98
1
DOI
出版状态已出版 - 7月 2004
已对外发布

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