Hokkaido Mathematical Journal

BAI Zhong-Zhi,

Splitting iteration methods for non-Hermitian positive definite systems of linear equations.

Hokkaido Mathematical Journal, 36 (2007) pp.801-814

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Abstract

For large sparse system of linear equations with a non-Hermitian positive definite coefficient matrix, we review the recently developed Hermitian/skew-Hermitian splitting (HSS) iteration, normal/skew-Hermitian splitting (NSS) iteration, positive-definite/skew-Hermitian splitting (PSS) iteration, and block triangular/skew-Hermitian splitting (BTSS) iteration. These methods converge unconditionally to the exact solution of the linear system, with the upper bounds of their convergence factors being only dependent on the spectrum of the Hermitian (or normal, or positive-definite) splitting matrix, but independent of the spectrum of the skew-Hermitian splitting matrix as well as the eigenvectors of all matrices involved.

MSC(Primary)65F50
MSC(Secondary)65F10, 65F15
Uncontrolled Keywordsnon-Hermitian matrix, positive definite matrix, block triangular matrix, Hermitian and skew-Hermitian splitting, normal/skew-Hermitian splitting, positivedefinite/skew-Hermitian splitting, splitting iteration method