求解复对称线性系统的IBS迭代方法

IBS Iteration Method for Solving Complex Symmetric Linear Systems

提出一种改进的块分裂(IBS)迭代法,用于求解一类由复对称线性系统演化而来的2×2块实值线性系统.对IBS迭代法进行收敛性分析,给出使迭代矩阵谱半径极小化的最优参数选择方法,数值实验结果进一步验证了IBS迭代方法的数值有效性.

An improved block splitting(IBS)iteration method is proposed for solving a class of block two-by-two real linear systems which arises from complex symmetric linear systems.We give the convergence analysis for the IBS iteration method and obtain the optimal iteration parameter which minimizes the spectral radius of the iteration matrix.Numerical results demonstrate the effectiveness of the IBS iteration method.