Block triangular and skew-Hermitian splitting methods for positive-definite linear systems

Abstract

By further generalizing the concept of Hermitian (or normal) and skew-Hermitian splitting for a non-Hermitian and positive-definite matrix, we introduce a new splitting, called positive-definite and skew-Hermitian splitting (PSS), and then establish a class of PSS methods similar to the Hermitian (or normal) and skew-Hermitian splitting (HSS or NSS) method for iteratively solving the positive-definite systems of linear equations. Theoretical analysis shows that the PSS method converges unconditionally to the exact solution of the linear system, with the upper bound of its convergence factor dependent only on the spectrum of the positive-definite splitting matrix and independent of the spectrum of the skew-Hermitian splitting matrix as well as the eigenvectors of all matrices involved. When we specialize the PSS to block triangular ( or triangular) and skew-Hermitian splitting (BTSS or TSS), the PSS method naturally leads to a BTSS or TSS iteration method, which may be more practical and efficient than the HSS and NSS iteration methods. Applications of the BTSS method to the linear systems of block two-by-two structures are discussed in detail. Numerical experiments further show the effectiveness of our new methods

    Similar works