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On generalized successive-overrelaxation acceleration of the Hermitian and skew-Hermitian splitting iterations
Meng Lingling *,Wu Yujiang
School of Mathematics and statistics, Lanzhou University
*Correspondence author
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Funding: none
Opened online:28 May 2008
Accepted by: none
Citation: Meng Lingling,Wu Yujiang .On generalized successive-overrelaxation acceleration of the Hermitian and skew-Hermitian splitting iterations[OL]. [28 May 2008] http://en.paper.edu.cn/en_releasepaper/content/21832
 
 
For solving large sparse non-Hermitian positive definite linear equations, Bai, Golub and　NG studied an Hermitian and skew-Hermitian splitting methods(HSS). Bai, Golub and Michael　K. Ng recently further generalize this technique to the normal and skew-Hermitian splitting　methods (NSS) . In this paper, we present a generalized successive-overrelaxation (GSOR)　acceleration scheme which involve two iteration parameters for the NSS iteration, specifically　results in more generalized acceleration scheme for the NSS iteration. Theoretical determine　the convergence domain of the GSOR acceleration scheme under the assumption that all the　eigenvalues of the corresponding block Jacobi iteration matrix are real. A numerical example　is used to show that the GSOR technique can significantly accelerate the convergence rate ofthe NSS or the HSS iteration method.
Keywords:non-Hermitian matrix; normal matrix; skew-Hermitian matrix;splitting ;generalized successive-overrelaxation; acceleration technique
 
 
 

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