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Zbl 1036.65032
Bai, Zhong-Zhi; Golub, Gene H.; Ng, Michael K.
Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. (English)
[J] SIAM J. Matrix Anal. Appl. 24, No. 3, 603-626 (2003). ISSN 0895-4798; ISSN 1095-7162/e

The authors discuss efficient iterative methods for large sparse non-Hermitian positive definite system of linear equations based on the Hermitian and skew-Hermitian splitting (HSS) of the coefficient matrix. A class of (inexact) splitting iteration methods based on HSS and Krylov subspace iteration such as conjugate gradient or other efficient iterations is presented. Convergence analysis of the methods is investigated. Numerical examples are presented to illustrate the effectivness and the advantages of the proposed methods.
[Iulian Coroian (Baia Mare)]

MSC 2000:: *65F10 Iterative methods for linear systems

Keywords: non-Hermitian matrix; splitting; Hermitian matrix; skew-Hermitian matrix; iterative methods; positive definite system; Krylov subspace iteration; conjugate gradient; convergence; numerical examples

Cited in: Zbl 1185.65055 Zbl 1199.65109 Zbl 1127.65019 Zbl 1116.65039

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Zentralblatt MATH Berlin [Germany]