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Abstract: For the positive semidefinite system of linear equations of a block two-by-two structure, by making use of the Hermitian/skew-Hermitian splitting iteration technique we establish a class of preconditioned Hermitian/skew-Hermitian splitting iteration methods. Theoretical analysis shows that the new method converges unconditionally to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameter and the corresponding asymptotic convergence rate are... (Update)
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BibTeX entry: (Update)
Z. Z. Bai, G. H. Golub, and J. Y. Pan, Preconditioned Hermitian and skewHermitian splitting methods for non-Hermitian positive semidefinite linear systems, Technical Report SCCM-02-12, Scientific Computing and Computational Mathematics Program, Department of Computer Science, Stanford University, 2002. http://citeseer.ist.psu.edu/bai02preconditioned.html More
@techreport{ bai02preconditioned,
author = "Z. Bai and G. Golub and J. Pan",
title = "Preconditioned {H}ermitian and skew-{H}ermitian splitting methods for non-Hermitian
positive semidefinite linear systems",
number = "SCCM-02-12",
institution = "Scientific Computing and Computational Mathematics Program, Department
of Computer Science, Stanford University",
year = "2002",
url = "citeseer.ist.psu.edu/bai02preconditioned.html" }
Citations (may not include all citations):2441 The Johns Hopkins University Press (context) - Golub, Van Loan et al. - 1996
525 Iterative Methods for Sparse Linear Systems (context) - Saad - 1996
401 Mixed and Hybrid Finite Element Methods (context) - Brezzi, Fortin - 1991
134 Iterative Methods for Solving Linear Systems (context) - Greenbaum - 1997
19 Performance and analysis of saddle point preconditioners for.. - Elman, Silvester et al. - 2002
16 A note on preconditioning for inde nite linear systems (context) - Murphy, Golub et al. - 2000
10 Hermitian and skew-Hermitian splitting methods for non-Hermi.. - Bai, Golub et al. - 2001
10 An iteration for inde nite systems and its application to th.. (context) - Golub, Wathen - 1998
4 the preconditioning of matrices with a dominant skew-symmetr.. - Golub, Vanderstraeten - 2000
4 An iterative method with variable relaxation parameters for .. - Hu, Zou - 2001
3 Applications to the Numerical Solution of Boundary Value Pro.. (context) - Fortin, Glowinski et al. - 1983
3 Sucient conditions for the convergent splittings of nonHermi.. (context) - Wang, Bai - 2001
1 Research note on \Hermitian and skew-Hermitian splitting met.. (context) - Benzi, Golub - 2001
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