Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations

DOI10.1080/00207160.2014.912753zbMATH Open1317.65092arXiv1403.5902OpenAlexW2001875757MaRDI QIDQ5259077FDOQ5259077

Davod Hezari, Davod Khojasteh Salkuyeh, Vahid Edalatpour

Publication date: 24 June 2015

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Abstract: In this paper, to solve a broad class of complex symmetric linear systems, we recast the complex system in a real formulation and apply the generalized successive overrelaxation (GSOR) iterative method to the equivalent real system. We then investigate its convergence properties and determine its optimal iteration parameter as well as its corresponding optimal convergence factor. In addition, the resulting GSOR preconditioner is used to preconditioned Krylov subspace methods such as GMRES for solving the real equivalent formulation of the system. Finally, we give some numerical experiments to validate the theoretical results and compare the performance of the GSOR method with the modified Hermitian and skew-Hermitian splitting (MHSS) iteration.

Full work available at URL: https://arxiv.org/abs/1403.5902

zbMATH Keywords

SORsymmetric positive definitecomplex linear systemsHSSMHSS

Mathematics Subject Classification ID

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

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Cited In (80)

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