On Convergence Property of the Lanczos Method for Solving a Complex Shifted Hermitian Linear System

On Convergence Property of the Lanczos Method for Solving a Complex Shifted Hermitian Linear System

Year:    2013

Journal of Computational Mathematics, Vol. 31 (2013), Iss. 3 : pp. 326–334

Abstract

We discuss the convergence property of the Lanczos method for solving a complex shifted Hermitian linear system $(α I + H)x = f$. By showing the colinear coefficient of two system's residuals, our convergence analysis reveals that under the condition $Re(α)+ λ _{min}(H)>0$, the method converges faster than that for the real shifted Hermitian linear system $(Re(α) I+H)x=f$. Numerical experiments verify such convergence property.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1212-m4186

Journal of Computational Mathematics, Vol. 31 (2013), Iss. 3 : pp. 326–334

Published online:    2013-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    9

Keywords:    Hermitian matrix Complex shifted linear system Lanczos method.