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The generalized HSS method for solving singular linear systems
Authors:Wen LiYang-Peng Liu  Xiao-Fei Peng
Institution:
  • a School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, PR China
  • b Nanhai College, South China Normal University, Foshan, 528225, PR China
  • 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.
    Keywords:Iterative method  Singular linear system  Non-Hermitian matrix  Positive semidefinite matrix  Hermitian and skew-Hermitian splitting  Semi-convergence
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