Optimal Parameter in Hermitian and Skew-Hermitian Splitting Method for Certain Two-by-Two Block Matrices

DOI10.1137/050623644zbMath1116.65039OpenAlexW2133124628MaRDI QIDQ5470437

Chi-Kwong Li, Gene H. Golub, Zhong Zhi Bai

Publication date: 30 May 2006

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

Full work available at URL: https://semanticscholar.org/paper/641cb4465ab624612b4c00a00a3bc724a3bdbf02

zbMATH Keywords

linear systemnumerical examplesHermitian matrixnon-Hermitian matrixblock matricessplitting iteration methodskew-Hermitian matrixoptimal iteration parameter

Mathematics Subject Classification ID

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

Related Items

Regularized HSS iteration methods for saddle-point linear systems, Multistep matrix splitting iteration preconditioning for singular linear systems, Structured least-squares problems and inverse eigenvalue problems for \((P,Q)\)-reflexive matrices, A new SOR-like method for the saddle point problems, Modified accelerated parameterized inexact Uzawa method for singular and nonsingular saddle point problems, A preconditioned nested splitting conjugate gradient iterative method for the large sparse generalized Sylvester equation, On HSS-based sequential two-stage method for non-Hermitian saddle point problems, Hermitian and normal splitting methods for non-Hermitian positive definite linear systems, A generalized SHSS preconditioner for generalized saddle point problem, Improved PHSS iterative methods for solving saddle point problems, A modified positive-definite and skew-Hermitian splitting preconditioner for generalized saddle point problems from the Navier-Stokes equation, A simplified HSS preconditioner for generalized saddle point problems, Analysis of a new dimension-wise splitting iteration with selective relaxation for saddle point problems, A triple-parameter modified SSOR method for solving singular saddle point problems, Variants of the accelerated parameterized inexact Uzawa method for saddle-point problems, The generalized HSS method with a flexible shift-parameter for non-Hermitian positive definite linear systems, A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems, A generalized relaxed positive-definite and skew-Hermitian splitting preconditioner for non-Hermitian saddle point problems, A generalization of the inexact parameterized Uzawa methods for saddle point problems, On the iterative algorithm for saddle point problems, On parameterized generalized skew-Hermitian triangular splitting iteration method for singular and nonsingular saddle point problems, A note on GPIU method for generalized saddle point problems, Semi-convergence analysis of preconditioned deteriorated PSS iteration method for singular saddle point problems, Extended shift-splitting preconditioners for saddle point problems, A parameterized shift-splitting preconditioner for saddle point problems, Two modified block-triangular splitting preconditioners for generalized saddle-point problems, The analysis of PMHSS-multigrid methods for elliptic problems with smooth complex coefficients, On convergence of the WR-HSS iteration method for a system of linear differential equations, Modified complex-symmetric and skew-Hermitian splitting iteration method for a class of complex-symmetric indefinite linear systems, An extension of the positive-definite and skew-Hermitian splitting method for preconditioning of generalized saddle point problems, On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems, A splitting iterative method for the discrete dynamic linear systems, On normal and skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations, Modified Hermitian-normal splitting iteration methods for a class of complex symmetric linear systems, On the \(m\)-step two-parameter generalized Hermitian and skew-Hermitian splitting preconditioning method, Convergence analysis for modified PAHSS-PU method with new parameter setting, On generalized local Hermitian and skew-Hermitian splitting iterative method for block two-by-two linear systems, A relaxed generalized-PSS preconditioner for saddle-point linear systems from steady incompressible Navier-Stokes equations, Convergence analysis of HSS-multigrid methods for second-order nonselfadjoint elliptic problems, A generalization of the local Hermitian and skew-Hermitian splitting iteration methods for the non-Hermitian saddle point problems, Modified HSS iteration methods for a class of non-Hermitian positive-definite linear systems, Generalized AOR method for solving a class of generalized saddle point problems, A modified dimensional split preconditioner for generalized saddle point problems, A modified GPSS method for non-Hermitian positive definite linear systems, Minimum residual Hermitian and skew-Hermitian splitting iteration method for non-Hermitian positive definite linear systems, On choices of iteration parameter in HSS method, 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, 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, A block product preconditioner for saddle point problems, Preconditioned AHSS-PU alternating splitting iterative methods for saddle point problems, On the convergence of the minimum residual HSS iteration method, A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems, Convergence of a generalized PMHSS method for a class of singular block two-by-two linear systems, A generalization of the HSS-based sequential two-stage method for solving non-Hermitian saddle point problems, MN-DPMHSS iteration method for systems of nonlinear equations with block two-by-two complex Jacobian matrices, A non-alternating preconditioned HSS iteration method for non-Hermitian positive definite linear systems, A class of preconditioned generalized local PSS iteration methods for non-Hermitian saddle point problems, On \(m\)-step Hermitian and skew-Hermitian splitting preconditioning methods, Two improvements of the deteriorated PSS preconditioner for generalized saddle point problems, Multi-step modified Newton-HSS methods for systems of nonlinear equations with positive definite Jacobian matrices, 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, Semi-convergence analysis of Uzawa methods for singular saddle point problems, Shift-splitting preconditioners for saddle point problems, A modified GHSS method for non-Hermitian positive definite linear systems, A parameterized deteriorated PSS preconditioner and its optimization for nonsymmetric saddle point problems, Improved PPHSS iterative methods for solving nonsingular and singular saddle point problems, A generalized variant of simplified HSS preconditioner for generalized saddle point problems, On block diagonal and block triangular iterative schemes and preconditioners for stabilized saddle point problems, Preconditioning of complex linear systems from the Helmholtz equation, On HSS and AHSS iteration methods for nonsymmetric positive definite Toeplitz systems, New choices of preconditioning matrices for generalized inexact parameterized iterative methods, The spectral properties of the preconditioned matrix for nonsymmetric saddle point problems, On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems, The WR-HSS iteration method for a system of linear differential equations and its applications to the unsteady discrete elliptic problem, Generalized ASOR and modified ASOR methods for saddle point problems, Convergence behavior of generalized parameterized Uzawa method for singular saddle-point problems, A generalization of parameterized inexact Uzawa method for generalized saddle point problems, On minimization of upper bound for the convergence rate of the QHSS iteration method, Lopsided scaled HSS preconditioner for steady-state space-fractional diffusion equations, Preconditioned AOR iterative methods for \(M\)-matrices, Optimization of the parameterized Uzawa preconditioners for saddle point matrices, Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix, A block positive-semidefinite splitting preconditioner for generalized saddle point linear systems, The spectral properties of the Hermitian and skew-Hermitian splitting preconditioner for generalized saddle point problems, Efficient preconditioned NHSS iteration methods for solving complex symmetric linear systems, The generalized HSS method for solving singular linear systems, Two new modified Gauss-Seidel methods for linear system with M-matrices, Modified Newton-SHSS method for a class of systems of nonlinear equations, King-NSS iteration method for solving a class of large sparse nonlinear systems, A modified ASOR-like method for augmented linear systems, The comparisons of two special Hermitian and skew-Hermitian splitting methods for image restoration, Algebraic spectral analysis of the DSSR preconditioner, A generalized shift-splitting preconditioner for saddle point problems, New Hermitian and skew-Hermitian splitting methods for non-Hermitian positive-definite linear systems, Approximating optimal parameters for generalized preconditioned Hermitian and skew-Hermitian splitting (GPHSS) method, On preconditioned modified Newton-MHSS method for systems of nonlinear equations with complex symmetric Jacobian matrices, On parameterized matrix splitting preconditioner for the saddle point problems, On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations, Variable-parameter HSS methods for non-Hermitian positive definite linear systems, A splitting preconditioner for saddle point problems, Semilocal convergence analysis for the modified Newton-HSS method under the Hölder condition, Convergence analysis of modified Newton-HSS method for solving systems of nonlinear equations, Shift-Splitting Iteration Method and Its Variants for Solving Continuous Sylvester Equations, The corrected Uzawa method for solving saddle point problems, Parameterized preconditioned Hermitian and skew-Hermitian splitting iteration method for saddle-point problems, Asynchronous iterations of HSS method for non-Hermitian linear systems, The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory, Several variants of the Hermitian and skew-Hermitian splitting method for a class of complex symmetric linear systems, Semi-regularized Hermitian and skew-Hermitian splitting preconditioning for saddle-point linear systems, Minimum residual two-parameter TSCSP method for solving complex symmetric linear systems, A new block preconditioner for weighted Toeplitz regularized least-squares problems, A Block Diagonal Preconditioner for Generalised Saddle Point Problems, A Fast Shift-Splitting Iteration Method for Nonsymmetric Saddle Point Problems, Semilocal Convergence Analysis for MMN-HSS Methods under Hölder Conditions, Some new preconditioned generalized AOR methods for generalized least-squares problems, Optimal parameters in the HSS-like methods for saddle-point problems, Two-parameter generalized Hermitian and skew-Hermitian splitting iteration method, A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier-Stokes equation, Optimal parameters of the generalized symmetric SOR method for augmented systems, A note on semi-convergence of generalized parameterized inexact Uzawa method for singular saddle point problems, Several splittings for non-Hermitian linear systems, Convergence Properties of Hermitian and Skew Hermitian Splitting Methods, A relaxed block-triangular splitting preconditioner for generalized saddle-point problems, An Accelerated SOR-Like Method for Generalised Saddle Point Problems, Block alternating splitting implicit iteration methods for saddle-point problems from time-harmonic eddy current models, A Variant Modified Skew-Normal Splitting Iterative Method for Non-Hermitian Positive Definite Linear Systems, A new modified SSOR iteration method for solving augmented linear systems