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

doi:10.1007/s00211-004-0521-1

	Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems
	Bai, ZZ; Golub, GH ; Pan, JY
	2004-07-01
发表期刊	NUMERISCHE MATHEMATIK
ISSN	0029-599X
卷号	98 期号:1 页码:1-32
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.
DOI	10.1007/s00211-004-0521-1
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000222570900001
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/789
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.