Minimum residual Hermitian and skew-Hermitian splitting iteration method for non-Hermitian positive definite linear systems

By applying the minimum residual technique to the Hermitian and skew-Hermitian splitting (HSS) iteration scheme, we introduce a non-stationary iteration method named minimum residual HSS (MRHSS) iteration method to solve non-Hermitian positive definite linear systems. The convergence property of the...

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Bibliographic Details
Published in:BIT 2019-03, Vol.59 (1), p.299-319
Main Authors: Yang, Ai-Li, Cao, Yang, Wu, Yu-Jiang
Format: Article
Language:English
Subjects:
Computational Mathematics and Numerical Analysis
Iterative methods
Linear systems
Mathematics
Mathematics and Statistics
Numeric Computing
Robustness (mathematics)
Splitting
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Summary:By applying the minimum residual technique to the Hermitian and skew-Hermitian splitting (HSS) iteration scheme, we introduce a non-stationary iteration method named minimum residual HSS (MRHSS) iteration method to solve non-Hermitian positive definite linear systems. The convergence property of the MRHSS iteration method together with the property of the iteration parameters are carefully studied. Numerical results verify the effectiveness and robustness of the MRHSS iteration method.
ISSN:0006-3835
1572-9125
DOI:10.1007/s10543-018-0729-6