On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems

DOI10.1016/j.laa.2007.02.018zbMath1135.65016OpenAlexW2049157754MaRDI QIDQ2465311

Gene H. Golub, Michael Kwok-Po Ng, Zhong Zhi Bai

Publication date: 3 January 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2007.02.018

zbMATH Keywords

numerical examplesLanczos methodconjugate gradient methodcomputational efficiencyHermitian matrixnormal equationssplitting methodasymptotic convergence ratesskew-Hermitian matrixinexact splitting method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20)

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Cites Work

• A class of nested iteration schemes for linear systems with a coefficient matrix with a dominant positive definite symmetric part
• Optimization of the Hermitian and skew-Hermitian splitting iteration for saddle-point problems
• Preconditioned HSS methods for the solution of non-Hermitian positive definite linear systems and applications to the discrete convection-diffusion equation
• Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hemitian positive semidefinite linear systems
• Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems
• Acceleration of Relaxation Methods for Non-Hermitian Linear Systems
• A Lanczos Method for a Class of Nonsymmetric Systems of Linear Equations
• Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
• A Preconditioner for Generalized Saddle Point Problems
• Block Triangular and Skew-Hermitian Splitting Methods for Positive-Definite Linear Systems
• Sufficient conditions for the convergent splittings of non-Hermitian positive definite matrices
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