On the HSS iteration methods for positive definite Toeplitz linear systems

  • Authors:
  • Chuanqing Gu;Zhaolu Tian

  • Affiliations:
  • Department of Mathematics, Shanghai University, Shanghai 200444, China;Department of Mathematics, Shanghai University, Shanghai 200444, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

We study the HSS iteration method for large sparse non-Hermitian positive definite Toeplitz linear systems, which first appears in Bai, Golub and Ng's paper published in 2003 [Z.-Z. Bai, G.H. Golub, M.K. Ng, Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems, SIAM J. Matrix Anal. Appl. 24 (2003) 603-626], and HSS stands for the Hermitian and skew-Hermitian splitting of the coefficient matrix A. In this note we use the HSS iteration method based on a special case of the HSS splitting, where the symmetric part H=12(A+A^T) is a centrosymmetric matrix and the skew-symmetric part S=12(A-A^T) is a skew-centrosymmetric matrix for a given Toeplitz matrix. Hence, fast methods are available for computing the two half-steps involved in the HSS and IHSS iteration methods. Some numerical results illustrate their effectiveness.