Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems

  • Authors:

  • Zhong-Zhi Bai;Gene H. Golub;Michael K. Ng

  • Affiliations:

  • -;-;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2002

Quantified Score

Hi-index 0.03

Visualization

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 the spectrum of the Hermitian part and is independent of the eigenvectors of the matrices involved. Numerical examples are presented to illustrate the effectiveness of both HSS and IHSS iterations. In addition, a model problem of a three-dimensional convection-diffusion equation is used to illustrate the advantages of our methods.