A Convergence Analysis of the MINRES Method for Some Hermitian Indefinite Systems

A Convergence Analysis of the MINRES Method for Some Hermitian Indefinite Systems

Year:    2017

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 827–836

Abstract

Some convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.181016.300517h

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 827–836

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    MINRES Convergence bound Hermitian indefinite Toeplitz system.

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