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

文献类型:期刊论文

作者Bai, ZZ; Golub, GH; Pan, JY
刊名NUMERISCHE MATHEMATIK
出版日期2004-07-01
卷号98期号:1页码:1-32
ISSN号0029-599X
DOI10.1007/s00211-004-0521-1
英文摘要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.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000222570900001
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/788]  
专题计算数学与科学工程计算研究所
通讯作者Bai, ZZ
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
2.Stanford Univ, Dept Comp Sci, Sci Comp & Computat Math Program, Stanford, CA 94305 USA
推荐引用方式
GB/T 7714
Bai, ZZ,Golub, GH,Pan, JY. Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems[J]. NUMERISCHE MATHEMATIK,2004,98(1):1-32.
APA Bai, ZZ,Golub, GH,&Pan, JY.(2004).Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems.NUMERISCHE MATHEMATIK,98(1),1-32.
MLA Bai, ZZ,et al."Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems".NUMERISCHE MATHEMATIK 98.1(2004):1-32.

入库方式: OAI收割

来源:数学与系统科学研究院

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