Block Triangular and Skew-Hermitian Splitting Methods for Positive-Definite Linear Systems

DOI10.1137/S1064827503428114MaRDI QIDQ4652356zbMATH OpenFDO

Authors Gene H. Golub, Jun-Feng Yin, Zhong-Zhi Bai, Linzhang Lu

Publication date 25 February 2005

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1064827503428114

zbMATH Keywords

block triangular matrixHermitian splittingnon-Hermitian matrixnumerical examplespositive-definite matrixskew-Hermitian splittingsplitting iteration methodtriangular matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

Review text

By further generalizing the concept of Hermitian (or normal) and skew-Hermitian splitting for a non-Hermitian and positive-definite matrix, the authors introduce a new splitting, called positive-definite and skew-Hermitian splitting (PSS), and then establish a class of PSS methods similar to the Hermitian (or normal) and skew-Hermitian splitting (HSS or NSS) method for iteratively solving positive-definite systems of linear equations. The convergence of the PSS iteration method is proved, and a theoretical analysis shows that the PSS iteration method preserves all advantages of both HSS and NSS iteration methods. By specializing the PSS to block triangular (or triangular) and skew-Hermitian splittings (BTSS or TSS), the PSS method directly results in a class of BTSS or TSS iteration methods for solving systems of linear equations. Numerical examples are implemented to show that in the sense of computational storage and CPU time, the TSS and BTSS iteration methods are much more practical and effective as iterations schemes than the HSS iteration method, and they are also much more practical and effective as preconditioners than the ILU factorization and the UGS iteration.

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Cited in

(only showing first 100 items - show all)

• On the HSS iteration methods for positive definite Toeplitz linear systems
• Numerical study on incomplete orthogonal factorization preconditioners
• An extension of the conjugate residual method to nonsymmetric linear systems
• Preconditioned AOR iterative methods for \(M\)-matrices
• Optimization of the parameterized Uzawa preconditioners for saddle point matrices
• Splitting iterative methods for fuzzy system of linear equations
• On semi-convergence of a class of relaxation methods for singular saddle point problems
• A new single-step iteration method for solving complex symmetric linear systems
• A relaxed block splitting preconditioner for complex symmetric indefinite linear systems
• A relaxed two-step splitting iteration method for computing PageRank
• A new relaxed splitting preconditioner for the generalized saddle point problems from the incompressible Navier-Stokes equations
• Two modified block-triangular splitting preconditioners for generalized saddle-point problems
• The analysis of PMHSS-multigrid methods for elliptic problems with smooth complex coefficients
• An inexact relaxed DPSS preconditioner for saddle point problem
• Efficient single-step preconditioned HSS iteration methods for complex symmetric linear systems
• Analysis on inexact block diagonal preconditioners for elliptic PDE-constrained optimization problems
• An Arnoldi-Inout method accelerated with a two-stage matrix splitting iteration for computing PageRank
• On the solution of a class of complex symmetric linear systems
• Complex-extrapolated MHSS iteration method for singular complex symmetric linear systems
• The modified PAHSS-PU and modified PPHSS-SOR iterative methods for saddle point problems
• Accelerated GNHSS iterative method for weighted Toeplitz regularized least-squares problems from image restoration
• Modified Newton-MDPMHSS method for solving nonlinear systems with block two-by-two complex symmetric Jacobian matrices
• Modified PHSS iterative methods for solving nonsingular and singular saddle point problems
• Convergence of TTS iterative method for non-Hermitian positive definite linear systems
• Modified Newton-PSS method to solve nonlinear equations
• Minimum residual Hermitian and skew-Hermitian splitting iteration method for non-Hermitian positive definite linear systems
• A generalization of the Hermitian and skew-Hermitian splitting iteration method for solving Sylvester equations
• On choices of iteration parameter in HSS method
• Parameterized generalized shift-splitting preconditioners for nonsymmetric saddle point problems
• On the semi-convergence of preconditioned GLHSS iteration method for non-Hermitian singular saddle point problem
• The Uzawa-PPS iteration methods for nonsingular and singular non-Hermitian saddle point problems
• Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations
• The generalized modified shift-splitting preconditioners for nonsymmetric saddle point problems
• A new Uzawa-type method for saddle point problems
• New local generalized shift-splitting preconditioners for saddle point problems
• Analysis of the relaxed deteriorated PSS preconditioner for singular saddle point linear systems
• A new relaxed PSS preconditioner for nonsymmetric saddle point problems
• A modified generalized shift-splitting preconditioner for nonsymmetric saddle point problems
• Generalized ASOR and modified ASOR methods for saddle point problems
• Modified parallel multisplitting iterative methods for non-Hermitian positive definite systems
• The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides
• Frame completion with prescribed norms via alternating projection method
• An iteration method for solving the linear system \(Ax=b\)
• Trigonometric transform splitting methods for real symmetric Toeplitz systems
• On modified Newton-DGPMHSS method for solving nonlinear systems with complex symmetric Jacobian matrices
• On PSS-based constraint preconditioners for singular nonsymmetric saddle point problems
• A parameterized SHSS iteration method for a class of complex symmetric system of linear equations
• Improved PPHSS iterative methods for solving nonsingular and singular saddle point problems
• A generalized modified Hermitian and skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation
• Preconditioning of complex linear systems from the Helmholtz equation
• Efficient parameterized HSS iteration methods for complex symmetric linear systems
• Motivations and realizations of Krylov subspace methods for large sparse linear systems
• A modified parameterized shift-splitting preconditioner for saddle point problems
• Inexact block SSOR-like preconditioners for non-Hermitian positive definite linear systems of strong Hermitian parts
• On preconditioned Euler-extrapolated single-step Hermitian and skew-Hermitian splitting method for complex symmetric linear systems
• Preconditioned iterative method for nonsymmetric saddle point linear systems
• Modified Newton-PHSS method for solving nonlinear systems with positive definite Jacobian matrices
• The alternate direction iterative methods for generalized saddle point systems
• A two-parameter shift-splitting preconditioner for saddle point problems
• Improved splitting preconditioner for double saddle point problems arising from liquid crystal director modeling
• Modified Newton-PSBTS method for solving complex nonlinear systems with symmetric Jacobian matrices
• A generalized variant of modified relaxed positive-semidefinite and skew-Hermitian splitting preconditioner for generalized saddle point problems
• A dimension expanded preconditioning technique for saddle point problems
• On Uzawa-SSI method for non-Hermitian saddle point problems
• A two-sweep shift-splitting iterative method for complex symmetric linear systems
• Improved CRI iteration methods for a class of complex symmetric linear systems
• On the strong P-regular splitting iterative methods for non-Hermitian linear systems
• Lopsided modified Euler-extrapolated Hermitian and skew-Hermitian splitting method for a class of complex symmetric linear systems
• Shift-splitting iteration methods for a class of large sparse linear matrix equations
• A new generalized variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
• Structured shifts for skew-symmetric matrices
• A parameterized shift-splitting preconditioner for saddle point problems
• A variant of PMHSS iteration method for a class of complex symmetric indefinite linear systems
• An efficient preconditioned variant of the PSS preconditioner for generalized saddle point problems
• An extension of the positive-definite and skew-Hermitian splitting method for preconditioning of generalized saddle point problems
• Shifted skew-symmetric/skew-symmetric splitting method and its application to generalized saddle point problems
• Efficient HSS-based preconditioners for generalized saddle point problems
• Convergence of generalized SOR, Jacobi and Gauss-Seidel methods for linear systems
• New modified shift-splitting preconditioners for non-symmetric saddle point problems
• On quasi shift-splitting iteration method for a class of saddle point problems
• Regularized DPSS preconditioners for generalized saddle point linear systems
• On the regularization matrix of the regularized DPSS preconditioner for non-Hermitian saddle-point problems
• A relaxed generalized-PSS preconditioner for saddle-point linear systems from steady incompressible Navier-Stokes equations
• A fast method for solving a block tridiagonal quasi-Toeplitz linear system
• A new constraint preconditioner based on the PGSS iteration method for non-Hermitian generalized saddle point problems
• Convergence analysis of the modified Newton-HSS method under the Hölder continuous condition
• A practical formula for computing optimal parameters in the HSS iteration methods
• Shift-splitting preconditioners for saddle point problems
• A flexible and adaptive simpler block GMRES with deflated restarting for linear systems with multiple right-hand sides
• On minimization of upper bound for the convergence rate of the QHSS iteration method
• A class of upper and lower triangular splitting iteration methods for image restoration
• How to compute the minimum norm least squares solution of singular linear system by using the preconditioned HSS method?
• Regularized preconditioned GMRES and the regularized iteration method
• A new matrix splitting preconditioner for generalized saddle point problems
• Efficient preconditioned NHSS iteration methods for solving complex symmetric linear systems
• The PPS method-based constraint preconditioners for generalized saddle point problems
• A class of modified DPSS preconditioners for generalized saddle-point linear systems
• Modified SIMPLE preconditioners for saddle point problems from steady incompressible Navier-Stokes equations
• Preconditioned Richardson iteration for augmented linear systems
• The preconditioned iterative methods with variable parameters for saddle point problem

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