Affiliation: | (1) State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, P.O. Box 2719, Beijing, 100080, Peoples Republic of China;(2) Scientific Computing and Computational Mathematics Program, Department of Computer Science, Stanford University, Stanford, CA 94305-9025, USA |
Abstract: | Summary. For the positive semidefinite system of linear equations of a block two-by-two structure, by making use of the Hermitian/skew-Hermitian splitting iteration technique we establish a class of preconditioned Hermitian/skew-Hermitian splitting iteration methods. Theoretical analysis shows that the new method converges unconditionally to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameter and the corresponding asymptotic convergence rate are computed exactly. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.Mathematics Subject Classification: 65F10, 65F50, CR: G1.3Subsidized by The Special Funds For Major State Basic Research Projects G1999032803Research supported, in part, by DOE-FC02-01ER4177Revised version received November 5, 2003 |