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Hermitian and skew-Hermitian splitting methods for non-hermitian positive definite linear systems
文献类型：期刊论文
| 作者 | Bai, ZZ; Golub, GH; Ng, MK |
| 刊名 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
 |
| 出版日期 | 2003 |
| 卷号 | 24期号:3页码:603-626 |
| 关键词 | non-Hermitian matrix splitting Hermitian matrix skew-Hermitian matrix iterative methods |
| ISSN号 | 0895-4798 |
| 英文摘要 | We study efficient iterative methods for the large sparse non-Hermitian positive definite system of linear equations based on the Hermitian and skew-Hermitian splitting of the coefficient matrix. These methods include a Hermitian/skew-Hermitian splitting (HSS) iteration and its inexact variant, the inexact Hermitian/skew-Hermitian splitting (IHSS) iteration, which employs some Krylov subspace methods as its inner iteration processes at each step of the outer HSS iteration. Theoretical analyses show that the HSS method converges unconditionally to the unique solution of the system of linear equations. Moreover, we derive an upper bound of the contraction factor of the HSS iteration which is dependent solely on the spectrum of the Hermitian part and is independent of the eigenvectors of the matrices involved. Numerical examples are presented to illustrate the effectiveness of both HSS and IHSS iterations. In addition, a model problem of a three-dimensional convection-diffusion equation is used to illustrate the advantages of our methods. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000181153600001 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19010]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Bai, ZZ |
| 作者单位 | 1.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Stanford Univ, Dept Comp Sci, Stanford, CA 94305 USA 3.Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, ZZ,Golub, GH,Ng, MK. Hermitian and skew-Hermitian splitting methods for non-hermitian positive definite linear systems[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,2003,24(3):603-626. |
| APA | Bai, ZZ,Golub, GH,&Ng, MK.(2003).Hermitian and skew-Hermitian splitting methods for non-hermitian positive definite linear systems.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,24(3),603-626. |
| MLA | Bai, ZZ,et al."Hermitian and skew-Hermitian splitting methods for non-hermitian positive definite linear systems".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 24.3(2003):603-626. |
入库方式： OAI收割
来源：数学与系统科学研究院
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