On choices of iteration parameter in HSS method

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摘要

The HSS iteration method is effective to solve non-Hermitian positive definite linear systems, but the choice of its optimal parameter is a difficult and challenging problem in theoretical analysis and practical computations. In this paper, we obtain an accurate estimate to the optimal parameter of the HSS iteration method by adopting a reasonable and simple optimization principle. Numerical experiments show that this principle is feasible to produce an accurate estimate to the optimal parameter of the HSS iteration method.

论文关键词:Linear system,Matrix splitting,HSS iteration method,Optimal iteration parameter

论文评审过程:Received 13 July 2015, Revised 31 August 2015, Accepted 3 September 2015, Available online 12 November 2015, Version of Record 12 November 2015.

论文官网地址:https://doi.org/10.1016/j.amc.2015.09.003