Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
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Abstract
We study efficient iterative methods for the large sparse non-Hermitian positive definite system of linear equations based on the Hermitian and skew-Hermitian splitting of the coefficient matrix. These methods include a Hermitian/skew-Hermitian splitting (HSS) iteration and its inexact variant, the inexact Hermitian/skew-Hermitian splitting (IHSS) iteration, which employs some Krylov subspace methods as its inner iteration processes at each step of the outer HSS iteration. Theoretical analyses show that the HSS method converges unconditionally to the unique solution of the system of linear equations. Moreover, we derive an upper bound of the contraction factor of the HSS iteration which is dependent solely on…
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Keywords
- Hermitian matrix
- Krylov subspace
- Mathematics
- Positive-definite matrix
- Eigenvalues and eigenvectors
- Arnoldi iteration
- Applied mathematics
- Iterative method
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