Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices

被引：166
|
作者：
Bai, Zhong-Zhi [1 ]
Golub, Gene H.
Li, Chi-Kwong
机构：
[1] Fudan Univ, Dept Math, Shanghai 200433, Peoples R China
[2] Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Comp Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
[3] Stanford Univ, Dept Comp Sci, Sci Comp & Computat Math Program, Stanford, CA 94305 USA
[4] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2006年 / 28卷 / 02期
关键词：
non-Hermitian matrix; Hermitian matrix; skew-Hermitian matrix; splitting iteration method; optimal iteration parameter;
D O I：
10.1137/050623644
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The optimal parameter of the Hermitian/skew-Hermitian splitting (HSS) iteration method for a real two-by-two linear system is obtained. The result is used to determine the optimal parameters for linear systems associated with certain two-by-two block matrices and to estimate the optimal parameters of the HSS iteration method for linear systems with n-by-n real coefficient matrices. Numerical examples are given to illustrate the results.
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页码：583 / 603
页数：21
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