Jun He, Ting-Zhu Huang and Guang-Hui Cheng: A modified generalization of the Hermitian and skew-Hermitian splitting iteration, p.147-155

Abstract:

In this paper, we further study the GHSS splitting method for non-Hermitian positive definite linear problems, which is introduced by Benzi [A generalization of the Hermitian and skew-Hermitian splitting iteration, SIAM J. Matrix Anal. Appl., 31 (2009), pp. 360-374]. A modified generalization of the Hermitian and skew-Hermitian method (MGHSS) is given, and it still can be used as an effective preconditioner for saddle point systems. We will show the effectiveness of our preconditioner.

Key Words: Saddle point system; matrix splittings; HSS iteration.

2000 Mathematics Subject Classification: Primary: 65K05;
Secondary: 65N22, 65F10.

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