Positive Definite and Semi-Definite Splitting Methods for Non-Hermitian Positive Definite Linear Systems

DOI10.4208/jcm.1511-m2015-0299zbMath1363.65050OpenAlexW2514488671MaRDI QIDQ3180339

Na Huang, Chang-Feng Ma

Publication date: 6 January 2017

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3c76526aebe03d023c3f6b3bd9e16facde26644c

zbMATH Keywords

convergencelinear systemsnumerical examplesnon-Hermitian matrixpositive definite matrixsplitting methoditeration methodspositive semi-definite matrixskew-Hermitian splitting

Mathematics Subject Classification ID

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

Related Items (5)

Variable-parameter HSS methods for non-Hermitian positive definite linear systems ⋮ The Uzawa-PPS iteration methods for nonsingular and singular non-Hermitian saddle point problems ⋮ The PPS method-based constraint preconditioners for generalized saddle point problems ⋮ Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models ⋮ Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models

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