Skip to main content
Log in

A parameterized splitting iteration method for complex symmetric linear systems

  • Original Paper
  • Area 2
  • Published:
Japan Journal of Industrial and Applied Mathematics Aims and scope Submit manuscript

Abstract

In this paper, we propose a parameterized splitting (PS) iteration method for solving complex symmetric linear systems. The convergence theory of the method is established and the spectral properties of the corresponding iteration matrix are analyzed. The explicit expression for the spectral radius of the iteration matrix is given. In addition, the optimal choice of the iteration parameter is discussed. It is shown that the eigenvalues of the preconditioned matrix are cluster at 1. Numerical experiments illustrate the theoretical results and also examine the numerical effectiveness of the new parameterized splitting iteration method served either as a preconditioner or as a solver.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Arridge SR: Optical tomography in medical imaging. Inverse Probl. 15, 41–93 (1999)

    Article  MathSciNet  Google Scholar 

  2. Axelsson O, Kucherov A: Real valued iteration methods for solving complex symmetric linear syetems. Numer. Linear Algebra Appl. 7, 197–218 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  3. Bai Z-Z: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput 75, 791–815 (2006)

    Article  MATH  Google Scholar 

  4. Bai Z-Z, Benzi M, Chen F: Modified HSS iteration methods for complex symmetric linear systems. Computing 87, 93–111 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  5. Bai Z-Z, Benzi M, Chen F: On preconditioned MHSS iteration methods for complex symmetric linear systems. Numer. Algor. 56, 297–317 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  6. Bai Z-Z, Golub GH, Ng MK: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  7. Bai, Z-Z., Benzi, M., Chen, F., Wang, Z.-Q.: Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with application to distributed control problems. IMA J. Numer. Anal. 33(1):343–369 (2013)

    Google Scholar 

  8. Benzi M, Golub GH, Liesen J: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  9. Benzi M, Bertaccini D: Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA J. Numer. Anal. 28, 598–618 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  10. Bertaccini D: Efficient solvers for sequences of complex symmetric linear systems. Electr. Trans. Numer. Anal. 18, 49–64 (2004)

    MATH  MathSciNet  Google Scholar 

  11. Betts, J.T.: Practical Methods For Optimal Control Using Nonlinear Programming. SIAM, Philadelphia, (2001)

  12. Feriani A, Perotti F, Simoncini V: Iterative system solvers for the frequency analysis of linear mechanical systems. Comput. Methods Appl. Mech. Eng. 190, 1719–1739 (2000)

    Article  MATH  Google Scholar 

  13. Frommer, A., Lippert, T., Medeke, B., Schilling, K.: Numerical challenges in lattice quantum chromodynamics, Lecture notes in computational science and engineering. Springer, Heidelberg, 15 (2000)

  14. Poirier B: Efficient preconditioning scheme for block partitioned matrices with structured sparsity. Numer. Linear Algebra Appl. 7, 715–726 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  15. van Dijk, W., Toyama, F.M.: Accurate numerical solutions of the time-dependent Schrodinger equation. Phys. Rev. E, 75, 036707 (2007)

    Google Scholar 

  16. Young, D.M.: Iterative Solution of Large Linear Systems. Academic Press, New York, (1971)

  17. Zhou Y-Y, Zhang G-F: A generalization of parameterized inexact Uzawa method for generalized saddle point problems. Appl. Math. Comput. 215, 599–607 (2009)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guo-Feng Zhang.

Additional information

This work was supported by the National Natural Science Foundation (11271174).

About this article

Cite this article

Zhang, GF., Zheng, Z. A parameterized splitting iteration method for complex symmetric linear systems. Japan J. Indust. Appl. Math. 31, 265–278 (2014). https://doi.org/10.1007/s13160-014-0140-x

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13160-014-0140-x

Keywords

Mathematics Subject Classification (2000)

Navigation