Optimal Parameter in Hermitian and Skew-Hermitian Splitting Method for Certain Two-by-Two Block Matrices

  • Authors:
  • Zhong-Zhi Bai;Gene H. Golub.;Chi-Kwong Li

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2006

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Abstract

The optimal parameter of the Hermitian/skew-Hermitian splitting (HSS) iteration method for a real two-by-two linear system is obtained. The result is used to determine the optimal parameters for linear systems associated with certain two-by-two block matrices and to estimate the optimal parameters of the HSS iteration method for linear systems with n-by-n real coefficient matrices. Numerical examples are given to illustrate the results.