Product-type skew-Hermitian triangular splitting iteration methods for strongly non-Hermitian positive definite linear systems

• Autores: L.A. Krukier, T.S. Martynova, Zhong-Zhi Bai
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 232, Nº 1, 2009, págs. 3-16
• Idioma: inglés
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• Resumen

  • By further generalizing the modified skew-Hermitian triangular splitting iteration methods studied in [L. Wang, Z.-Z. Bai, Skew-Hermitian triangular splitting iteration methods for non-Hermitian positive definite linear systems of strong skew-Hermitian parts, BIT Numer.

    Math. 44 (2004) 363386], in this paper, we present a new iteration scheme, called the product-type skew-Hermitian triangular splitting iteration method, for solving the strongly non-Hermitian systems of linear equations with positive definite coefficient matrices. We discuss the convergence property and the optimal parameters of this method. Moreover, when it is applied to precondition the Krylov subspace methods, the preconditioning property of the product-type skew-Hermitian triangular splitting iteration is analyzed in detail. Numerical results show that the product-type skew-Hermitian triangular splitting iteration method can produce high-quality preconditioners for the Krylov subspace methods for solving large sparse positive definite systems of linear equations of strong skew-Hermitian parts.