A new single-step iteration method for solving complex symmetric linear systems

被引:21
|
作者
Xiao, X. Y. [1 ,2 ]
Wang, X. [1 ,2 ]
机构
[1] Nanchang Univ, Sch Sci, Dept Math, Nanchang 330031, Jiangxi, Peoples R China
[2] Nanchang Univ, Sch Sci, Numer Simulat & High Performance Comp Lab, Nanchang 330031, Jiangxi, Peoples R China
关键词
Complex linear system; Positive definite; HSS iteration; Spectral radius; Convergence analysis; HERMITIAN SPLITTING ITERATION; MATRIX EQUATION AXB; POSITIVE-DEFINITE; SYLVESTER EQUATIONS; PLUS XB;
D O I
10.1007/s11075-017-0393-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For solving a class of complex symmetric linear systems, we introduce a new single-step iteration method, which can be taken as a fixed-point iteration adding the asymptotical error (FPAE). In order to accelerate the convergence, we further develop the parameterized variant of the FPAE (PFPAE) iteration method. Each iteration of the FPAE and the PFPAE methods requires the solution of only one linear system with a real symmetric positive definite coefficient matrix. Under suitable conditions, we derive the spectral radius of the FPAE and the PFPAE iteration matrices, and discuss the quasi-optimal parameters which minimize the above spectral radius. Numerical tests support the contention that the PFPAE iteration method has comparable advantage over some other commonly used iteration methods, particularly when the experimental optimal parameters are not used.
引用
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页码:643 / 660
页数:18
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