A Shift-Splitting Preconditioner for Non-Hermitian Positive Definite Matrices

A Shift-Splitting Preconditioner for Non-Hermitian Positive Definite Matrices

Year:    2006

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 4 : pp. 539–552

Abstract

A shift splitting concept is introduced and, correspondingly, a shift-splitting iteration scheme and a shift-splitting preconditioner are presented, for solving the large sparse system of linear equations of which the coefficient matrix is an ill-conditioned non-Hermitian positive definite matrix. The convergence property of the shift-splitting iteration method and the eigenvalue distribution of the shift-splitting preconditioned matrix are discussed in depth, and the best possible choice of the shift is investigated in detail. Numerical computations show that the shift-splitting preconditioner can induce accurate, robust and effective preconditioned Krylov subspace iteration methods for solving the large sparse non-Hermitian positive definite systems of linear equations.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2006-JCM-8773

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 4 : pp. 539–552

Published online:    2006-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:    Non-Hermitian positive definite matrix Matrix splitting Preconditioning Krylov subspace method Convergence.