On the convergence of a new splitting iterative method for non-Hermitian positive definite linear systems

被引:1
|
作者
Wen, Rui-Ping [1 ]
Yan, Xi-Hong [1 ]
Wang, Chuan-Long [1 ]
机构
[1] Taiyuan Normal Univ, Higher Educ Key Lab Engn & Sci Comp Shanxi Prov, Taiyuan 030012, Shanxi, Peoples R China
关键词
Convergence; Splitting iterative method; Accelerated algorithm; Non-Hermitian positive definite matrix; Linear systems; MATRICES; EQUATIONS;
D O I
10.1016/j.amc.2014.09.085
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we present a new splitting method for solving a linear systems with non-Hermitian positive definite coefficient matrix. This splitting overcomes the computation complexity of HSS. The spectral radius and some norm properties of the iteration matrix are discussed. With the results obtained, we study the reasonable choices of the parameter and introduce a preconditioner. Moreover, an accelerated algorithm is proposed. Finally, the numerical examples show the new method is much more efficient than the HSS (or the NSS and the PSS) iteration method. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:118 / 130
页数:13
相关论文
共 50 条
  • [41] A non-alternating preconditioned HSS iteration method for non-Hermitian positive definite linear systems
    Wu, Yu-Jiang
    Li, Xu
    Yuan, Jin-Yun
    COMPUTATIONAL & APPLIED MATHEMATICS, 2017, 36 (01): : 367 - 381
  • [42] A non-alternating preconditioned HSS iteration method for non-Hermitian positive definite linear systems
    Yu-Jiang Wu
    Xu Li
    Jin-Yun Yuan
    Computational and Applied Mathematics, 2017, 36 : 367 - 381
  • [43] A generalized Newton method for non-Hermitian positive definite linear complementarity problem
    Shi-Liang Wu
    Cui-Xia Li
    Calcolo, 2017, 54 : 43 - 56
  • [44] Skew-Hermitian triangular splitting iteration methods for non-Hermitian positive definite linear systems of strong skew-Hermitian parts
    Wang, L
    Bai, ZZ
    BIT NUMERICAL MATHEMATICS, 2004, 44 (02) : 363 - 386
  • [45] A generalized Newton method for non-Hermitian positive definite linear complementarity problem
    Wu, Shi-Liang
    Li, Cui-Xia
    CALCOLO, 2017, 54 (01) : 43 - 56
  • [46] Skew-Hermitian Triangular Splitting Iteration Methods for Non-Hermitian Positive Definite Linear Systems of Strong Skew-Hermitian Parts
    Li Wang
    Zhong-Zhi Bai
    BIT Numerical Mathematics, 2004, 44 : 363 - 386
  • [47] A shift-splitting preconditioner for non-Hermitian positive definite matrices
    Bai, Zhong-zhi
    Yin, Jun-feng
    Su, Yang-feng
    JOURNAL OF COMPUTATIONAL MATHEMATICS, 2006, 24 (04) : 539 - 552
  • [48] Product-type skew-Hermitian triangular splitting iteration methods for strongly non-Hermitian positive definite linear systems
    Krukier, Lev A.
    Martynova, Tatiana S.
    Bai, Zhong-Zhi
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 232 (01) : 3 - 16
  • [49] The generalized HSS method with a flexible shift-parameter for non-Hermitian positive definite linear systems
    Meng, Guo-Yan
    Wen, Rui-Ping
    Zhao, Qing-Shan
    BIT NUMERICAL MATHEMATICS, 2016, 56 (02) : 543 - 556
  • [50] The generalized HSS method with a flexible shift-parameter for non-Hermitian positive definite linear systems
    Guo-Yan Meng
    Rui-Ping Wen
    Qing-Shan Zhao
    BIT Numerical Mathematics, 2016, 56 : 543 - 556