The generalized HSS method for solving singular linear systems |
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Authors: | Wen LiYang-Peng Liu Xiao-Fei Peng |
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Affiliation: | a School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, PR Chinab Nanhai College, South China Normal University, Foshan, 528225, PR China |
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Abstract: | For the singular, non-Hermitian, and positive semidefinite linear systems, we propose an alternating-direction iterative method with two parameters based on the Hermitian and skew-Hermitian splitting. The semi-convergence analysis and the quasi-optimal parameters of the proposed method are discussed. Moreover, the corresponding preconditioner based on the splitting is given to improve the semi-convergence rate of the GMRES method. Numerical examples are given to illustrate the theoretical results and the efficiency of the generalized HSS method either as a solver or a preconditioner for GMRES. |
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Keywords: | Iterative method Singular linear system Non-Hermitian matrix Positive semidefinite matrix Hermitian and skew-Hermitian splitting Semi-convergence |
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