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GENERALIZED PRECONDITIONED HERMITIAN AND SKEW-HERMITIAN SPLITTING METHODS FOR NON-HERMITIAN POSITIVE-DEFINITE LINEAR SYSTEMS 被引量:1

GENERALIZED PRECONDITIONED HERMITIAN AND SKEW-HERMITIAN SPLITTING METHODS FOR NON-HERMITIAN POSITIVE-DEFINITE LINEAR SYSTEMS
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摘要 In this paper, a generalized preconditioned Hermitian and skew-Hermitian splitting (GPHSS) iteration method for a non-Hermitian positive-definite matrix is studied, which covers standard Hermitian and skew-Hermitian splitting (HSS) iteration and also many existing variants. Theoretical analysis gives an upper bound for the spectral radius of the iteration matrix. From practical point of view, we have analyzed and implemented inexact generalized preconditioned Hermitian and skew-Hermitian splitting (IGPHSS) iteration, which employs Krylov subspace methods as its inner processes. Numerical experiments from three-dimensional convection-diffusion iterations are efficient and competitive with equation show that the GPHSS and IGPHSS standard HSS iteration and AHSS iteration. In this paper, a generalized preconditioned Hermitian and skew-Hermitian splitting (GPHSS) iteration method for a non-Hermitian positive-definite matrix is studied, which covers standard Hermitian and skew-Hermitian splitting (HSS) iteration and also many existing variants. Theoretical analysis gives an upper bound for the spectral radius of the iteration matrix. From practical point of view, we have analyzed and implemented inexact generalized preconditioned Hermitian and skew-Hermitian splitting (IGPHSS) iteration, which employs Krylov subspace methods as its inner processes. Numerical experiments from three-dimensional convection-diffusion iterations are efficient and competitive with equation show that the GPHSS and IGPHSS standard HSS iteration and AHSS iteration.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2012年第4期404-417,共14页 计算数学(英文)
关键词 Hermitian and skew-Hermitian splitting Iteration method Inner iteration. Hermitian and skew-Hermitian splitting, Iteration method, Inner iteration.
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