Prof. G. Golub
Stanford University
Solution of Non-Symmetric, Real Positive Linear Systems
Abstract:
The methods we discuss use a Hermitian/skew-Hermitian splitting (HSS)
iteration and its inexact variant, the inexact
Hermitian/skew-Hermitian splitting (IHSS) iteration, which employs
inner iteration processes at each step of the outer HSS
iteration. Theoretical analyses show that the HSS method converges
unconditionally to the unique solution of the system of linear
equations. Moreover, we derive an upper bound of the contraction
factor of the HSS iteration which is dependent solely on the spectrum
of the Hermitian part. Numerical examples are presented to illustrate
the effectiveness of both HSS and IHSS iterations. In addition,
several important generalizations are presented.
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Zeit: | Friday,
May 02, 2003, 16.00 Uhr |
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Ort: | FU Berlin, Arnimallee 2-6, Raum 032 im EG
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