2004
DOI: 10.1007/s00211-004-0574-1
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Preconditioned HSS methods for the solution of non-Hermitian positive definite linear systems and applications to the discrete convection-diffusion equation

Abstract: Summary.We study the role of preconditioning strategies recently developed for coercive problems in connection with a two-step iterative method, based on the Hermitian skew-Hermitian splitting (HSS) of the coefficient matrix, proposed by Bai, Golub and Ng for the solution of nonsymmetric linear systems whose real part is coercive. As a model problem we consider Finite Differences (FD) matrix sequences {A n (a, p)} n discretizing the elliptic (convection-diffusion) problem  

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Cited by 75 publications
(91 citation statements)
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“…Numerical examples confirm the theory and the effectiveness of the method [3,4,5]. The preconditioned HSS method was also applied to a discrete convection-diffusion equation and demonstrated its superiority with respect to the existing techniques [7].…”
Section: The Hermitian and Skew-hermitian Splliting (Hss) Methodssupporting
confidence: 54%
See 1 more Smart Citation
“…Numerical examples confirm the theory and the effectiveness of the method [3,4,5]. The preconditioned HSS method was also applied to a discrete convection-diffusion equation and demonstrated its superiority with respect to the existing techniques [7].…”
Section: The Hermitian and Skew-hermitian Splliting (Hss) Methodssupporting
confidence: 54%
“…The first method is the filter algorithm [1] for the sparse eigenvalue problem, which consists of two algorithms: an Inexact Shift-Invert Lanczos method for efficiently obtaining good eigenvector approximations and an inexact Newton-type method to refine the eigenvector approximations to the desired accuracy. The second method is the Hermitian and Skew-Hermitian Splliting method [2][3][4][5][6][7][8] for solutions of linear systems.…”
Section: Methods and Resultsmentioning
confidence: 99%
“…This leads to the preconditioned Hermitian and skew-Hermitian splitting (PHSS) iteration method as follows. See also [2,3,4] and [11,12].…”
Section: The Preconditioned Hss Methodsmentioning
confidence: 99%
“…Hence, in a practical computation, it is a crucial but difficult problem to determine a good preconditioner P and choose an optimal iteration parameter α. For some discussions on this aspect, we refer the readers to [2,4,11,12].…”
Section: Consequently We Havementioning
confidence: 99%
“…The second approach is based on computing a preconditioner from the first matrix of a sequence and its further use in solving other systems (frozen preconditioner) [2]. The third approach consists in updating a preconditioner obtained from the matrix of one of the systems (seed preconditioner), and in repeating its updates when necessary [3,4]. The fourth approach is based on periodic recomputation of a preconditioner.…”
Section: Approaches To Solving the Sequence Of Linear Systemsmentioning
confidence: 99%