Abstract
An efficient Hermitian and skew-Hermitian splitting method is presented for solving non-Hermitian and normal positive definite linear systems with strong Hermitian parts. We theoretically prove that this method converges to the unique solution of the system of linear equations. Inexact version of the method which employs conjugate gradient as its inner process is presented. Moreover, we derive an upper bound of the contraction factor of the method. Numerical examples from the finite-difference discretization of a second-order partial differential equation are used to further examine the effectiveness and robustness of both exact and inexact iterations.
Similar content being viewed by others
References
Axelsson, O., Bai, Z.-Z., Qiu, S.-X.: A class of nested iteration schemes for linear systems with a coefficient matrix with a dominant positive definite symmetric part. Numer. Algorithm. 35, 351–372 (2004)
Bai, Z.-Z., Golub, G.H., Li, C.-K.: Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices. SIAM J. Sci. Comput. 28, 583–603 (2006)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non- Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: On successive-overrelaxation acceleration of the Hermitian and skew-Hermitian splitting iterations. Numer. Linear Algebra Appl. 14, 319–335 (2007)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. Linear Algebra Appl. 428, 413–440 (2008)
Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)
Benzi, M., Golub, G.H.: An iterative method for generalized saddle point problems, Technical Report SCCM-02-14, Scientific Computing and Computational Mathematics Program, Department of Computer Science, Stanford University, Stanford. Available online at http://www-sccm.stanford.edu/ (2002)
Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)
Huang, Y.-M.: A practical formula for computing optimal parameters in the HSS iteration methods. Comput. Appl. math. 255, 142–149 (2014)
Li, L., Huang, T.-Z., Liu, X.-P.: Modified Hermitian and skew-Hermitian splitting methods for non-Hermitian positive-definite linear systems. Numer. Linear Algebra Appl. 14, 217–235 (2007)
Li, L., Huanga, T.-Z., Liu, X.-P.: Asymmetric Hermitian and skew-Hermitian splitting methods for positive definite linear systems. Compu. Math. Appl. 54, 147–159 (2007)
Li, X., Yang, A.-L., Wu, Y.-J.: Lopsided PMHSS iteration method for a class of complex symmetric linear systems. Numer Algorithm. doi:10.1007/s11075-013-9748-1 (2013)
Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)
Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM. J. Sci. Stat. Comput. 7, 856–869 (1986)
Salkuyeh, D.K., Behnejad, S.: A note on modified Hermitian and skew-Hermitian splitting methods for non-Hermitian positive-definite linear systems. Numer. Linear Algebra Appl. 14, 217–235 (2007)
Young, D.-M.: Iterative Solution of Large Linear Systems. Academic Press, New York (1971)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Noormohammadi Pour, H., Sadeghi Goughery, H. New Hermitian and skew-Hermitian splitting methods for non-Hermitian positive-definite linear systems. Numer Algor 69, 207–225 (2015). https://doi.org/10.1007/s11075-014-9890-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-014-9890-4