Modified HSS iteration methods for a class of non-Hermitian positive-definite linear systems

Modified HSS iteration methods for a class of non-Hermitian positive-definite linear systems
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一类非厄米特正定线性系统的改进HSS迭代方法

DOI:
10.1016/j.amc.2012.03.088
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发表时间:
2012-06
影响因子:
4
通讯作者:
王珅
王珅
中科院分区:
数学2区
文献类型:
--
作者:
郭晓霞;王珅

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利用修正的Hermitian和斜Hermitian分裂(MHSS)迭代法研究了一类非Hermitian正定线性方程组的数值解。证明了即使系数矩阵的真实的和虚部是非对称的半正定的,并且至少有一个是正定的,MHSS迭代法也是无条件收敛的.在每一步中,MHSS迭代法需要求解两个系数矩阵为真实的非对称正定的线性子系统。我们建议使用内迭代法来计算这些线性子系统的近似解。我们说明了MHSS方法的性能和它的不精确的变种通过两个数值例子。
We consider the numerical solution of a class of non-Hermitian positive-definite linear systems by the modified Hermitian and skew-Hermitian splitting (MHSS) iteration method. We show that the MHSS iteration method converges unconditionally even when the real and the imaginary parts of the coefficient matrix are nonsymmetric and positive semidefinite and, at least, one of them is positive definite. At each step the MHSS iteration method requires to solve two linear sub-systems with real nonsymmetric positive definite coefficient matrices. We propose to use inner iteration methods to compute approximate solutions of these linear sub-systems. We illustrate the performance of the MHSS method and its inexact variant by two numerical examples.
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