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Shifted SSOR-like preconditioner for non-Hermitian positive definite matrices

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Abstract

Based on the SSOR-like iteration method of Bai (Numer. Linear Algebra Appl. 23, 37-60, 2016), we give a shifted SSOR-like preconditioner which is positive definite for solving the non-Hermitian positive definite linear system with a dominant Hermitian part. Estimated eigenvalue bounds for the preconditioned matrix and convergence conditions for the iteration matrix are derived. Numerical tests illustrate the efficiency of the new preconditioner when applied to precondition the Krylov subspace iteration methods such as GMRES.

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  1. Jiangsu Key Laboratory for NSLSCS, School of Mathematical Science, Nanjing Normal University, Nanjing, 210046, China

    Xue-Yuan Tan

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  1. Xue-Yuan Tan
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Tan, XY. Shifted SSOR-like preconditioner for non-Hermitian positive definite matrices. Numer Algor 75, 245–260 (2017). https://doi.org/10.1007/s11075-016-0204-x

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  • DOI: https://doi.org/10.1007/s11075-016-0204-x

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