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.

引用

页码：583 / 603

页数：21