The generalized HSS method for solving singular linear systems

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摘要

For the singular, non-Hermitian, and positive semidefinite linear systems, we propose an alternating-direction iterative method with two parameters based on the Hermitian and skew-Hermitian splitting. The semi-convergence analysis and the quasi-optimal parameters of the proposed method are discussed. Moreover, the corresponding preconditioner based on the splitting is given to improve the semi-convergence rate of the GMRES method. Numerical examples are given to illustrate the theoretical results and the efficiency of the generalized HSS method either as a solver or a preconditioner for GMRES.

论文关键词:Iterative method,Singular linear system,Non-Hermitian matrix,Positive semidefinite matrix,Hermitian and skew-Hermitian splitting,Semi-convergence

论文评审过程:Received 10 April 2011, Revised 29 October 2011, Available online 25 November 2011.

论文官网地址:https://doi.org/10.1016/j.cam.2011.11.020