Abstract
We present a new iteration method, namely symmetric positive definite and negative stable splitting (SNSS) method for solving complex symmetric indefinite linear systems. Theoretical analysis shows that the proposed method is convergent under suitable conditions. In each iteration of the method two subsystems should be solved. One of them can be solved inexactly using the conjugate gradient method, and the second one by the Chebyshev acceleration method in conjunction with the well-known PRESB preconditioner. Numerical experiments are reported to indicate efficiency of the SNSS method.
Similar content being viewed by others
References
Axelsson, O., Boyanova, P., Kronbichler, M., Neytcheva, M., Wu, X.: Numerical and computational efficiency of solvers for two-phase problems. Comput. Math. Appl. 65, 301–314 (2013)
Axelsson, O., Kucherov, A.: Real valued iterative methods for solving complex symmetric linear systems. Numer. Linear Algebra Appl. 7, 197–218 (2000)
Axelsson, O., Neytcheva, M., Ahmad, B.: A comparison of iterative methods to solve complex valued linear algebraic systems. Numer. Algorithms 66, 811–841 (2014)
Axelsson, O., Neytcheva, M., Liang, Z.-Z.: Parallel solution methods and preconditioners for evolution equations. Math. Model. Anal. 23, 287–308 (2018)
Axelsson, O., Salkuyeh, D.K.: A new version of a preconditioning method for certain two-by-two block matrices with square blocks. BIT Numer. Math. 59, 321–342 (2018)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)
Bai, Z.-Z., Benzi, M., Chen, F.: Modified HSS iteration methods for a class of complex symmetric linear systems. Computing 87, 93–111 (2010)
Bai, Z.-Z., Benzi, M., Chen, F.: On preconditioned MHSS iteration methods for complex symmetric linear systems. Numer. Algorithms 56, 297–317 (2011)
Bayliss, A., Goldstein, C.I., Turkel, E.: An iterative method for Helmholtz equation. J. Comput. Phys. 49, 443–457 (1983)
Benzi, M.: Preconditioning techniques for large linear systems: a survey. J. Comput. Phys. 182, 418–477 (2002)
Bunse-Gerstner, A., Stöver, R.: On a conjugate gradient-type method for solving complex symmetric linear systems. Linear Algbra Appl. 287, 105–123 (1999)
Cui, L.B., Zhang, X.Q., Zheng, Y.T.: A preconditioner based on a splitting-type iteration method for solving complex symmetric indefinite linear systems. Jpn. J. Ind. Appl. Math. (2021). https://doi.org/10.1007/s13160-021-00471-1
Edalatpour, V., Hezari, D., Salkuyeh, D.K.: Two efficient inexact algorithms for a class of large sparse complex linear systems. Mediterr. J. Math. 13, 2301–2318 (2016)
Edalatpour, V., Hezari, D., Salkuyeh, D.K.: Accelerated generalized SOR method for a class of complex systems of linear equations. Math. Commun. 20, 37–52 (2015)
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)
Freund, R.W.: Conjugate gradient-type methods for linear systems with complex symmetric coefficient matrices. SIAM J. Sci. Stat. Comput. 13(1), 425–448 (1992)
Guo, C.-H.: Incomplete block factorization preconditioner for linear systems arising in the numerical solution of the Helmholtz equation. Appl. Numer. Math. 19, 495–508 (1996)
Hezari, D., Salkuyeh, D.K., Edalatpour, V.: Preconditioned GSOR iterative method for a class of complex symmetric system of linear equations. Numer. Linear Algebra Appl. 22, 761–776 (2015)
Hezari, D., Salkuyeh, D.K., Edalatpour, V.: A new iterative method for solving a class of complex symmetric system of linear equations. Numer. Algorithms 73, 927–955 (2016)
Huang, Z.-G.: A new double-step splitting iteration method for certain block two-by-two linear systems. Comput. Appl. Math. 39, 193 (2020)
Huang, Z.-G.: Modified two-step scale-splitting iteration method for solving complex symmetric linear systems. Comput. Appl. Math. 40, 122 (2021)
Li, C.-X., Wu, S.-L.: Modified complex-symmetric and skew-Hermitian splitting iteration method for a class of complex-symmetric indefinite linear systems. Numer. Algorithms 76, 93–107 (2017)
Ren, Z.-R., Cao, Y.: An alternating positive-semidefinite splitting preconditioner for saddle point problems from time-harmonic eddy current models. IMA J. Numer. Anal. 36, 922–946 (2016)
Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)
Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)
Saad, Y.: A flexible inner-outer preconditioned GMRES algorithm. SIAM J. Sci. Comput. 14, 461–469 (1993)
Salkuyeh, D.K.: Two-step scale-splitting method for solving complex symmetric system of linear equations, math. NA. (2017) arXiv:1705.02468
Salkuyeh, D.K., Hezari, D., Edalatpour, V.: Generalized SOR iterative method for a class of complex symmetric linear system of equations. Int. J. Comput. Math. 92, 802–815 (2015)
Salkuyeh, D.K., Siahkolaei, T.S.: Two-parameter TSCSP method for solving complex symmetric system of linear equations. Calcolo 55, 8 (2018)
Siahkolaei, T.S., Salkuyeh, D.K.: A new double-step method for solving complex Helmholtz equation. Hacet. J. Math. Stat. 49, 1245–1260 (2020)
Sogabe, T., Zhang, S.-.L.: A COCR method for solving complex symmetric linear systems. J. Comput. Appl. Math. 199, 297–303 (2007)
Van der Vorst, H.A., Melissen, J.B.M.: A Petrov-Galerkin type method for solving \(Ax=b\), where \(A\) is symmetric complex. IEEE Trans. Mag. 26, 706–708 (1990)
Wu, S.-L., Huang, T.-Z., Li, L., Xiong, L.-L.: Positive stable preconditioners for symmetric indefinite linear systems arising from Helmholtz equations. Phys. Lett. A. 373, 2401–2407 (2009)
Wu, S.-L., Li, C.-X.: A modified SSOR preconditioning strategy for Helmholtz equations. J. Appl. Math. 2012, 365124 (2012)
Wu, S.-L., Li, C.-X.: A splitting method for complex symmetric indefinite linear system. J. Comput. Appl. Math. 313, 343–354 (2017)
Xie, X., Li, H.B.: On preconditioned Euler-extrapolated single-step Hermitian and skew-Hermitian splitting method for complex symmetric linear systems. Jpn .J. Ind. Appl. Math. 38, 503–518 (2021)
Zhang, G.F., Zheng, Z.: A parameterized splitting iteration method for complex symmetric linear systems. Jpn .J. Ind. Appl. Math. 31, 265–278 (2014)
Acknowledgements
The authors would like to thank the referees for their careful reading of the paper and giving several valuable comments and suggestions.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
About this article
Cite this article
Pourbagher, M., Salkuyeh, D.K. A new two-parameter iteration method for indefinite complex symmetric linear systems. Japan J. Indust. Appl. Math. 39, 145–163 (2022). https://doi.org/10.1007/s13160-021-00479-7
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13160-021-00479-7