In this paper, we propose an Euler preconditioned single-step HSS (EP-SHSS) iterative method for solving a broad class of complex symmetric linear systems. The proposed method can be applied not only to the non-singular complex symmetric linear systems but also to the singular ones. The convergence (semi-convergence) properties of the proposed method are carefully discussed under suitable restrictions. Furthermore, we consider the acceleration of the EP-SHSS method by preconditioned Krylov subspace method and discuss the spectral properties of the corresponding preconditioned matrix. Numerical experiments verify the effectiveness of the EP-SHSS method either as a solver or as a preconditioner for solving both non-singular and singular complex symmetric linear systems.
Accepté le :
DOI : 10.1051/m2an/2019029
Keywords: Complex symmetric linear systems, Preconditioned EP-SHSS method, convergence, Semi-convergence, Spectral properties
Li, Cheng-Liang 1 ; Ma, Chang-Feng 1
@article{M2AN_2019__53_5_1607_0,
author = {Li, Cheng-Liang and Ma, Chang-Feng},
title = {On {Euler} preconditioned {SHSS} iterative method for a class of complex symmetric linear systems},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {1607--1627},
year = {2019},
publisher = {EDP Sciences},
volume = {53},
number = {5},
doi = {10.1051/m2an/2019029},
zbl = {07135564},
mrnumber = {3990652},
language = {en},
url = {https://www.numdam.org/articles/10.1051/m2an/2019029/}
}
TY - JOUR AU - Li, Cheng-Liang AU - Ma, Chang-Feng TI - On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2019 SP - 1607 EP - 1627 VL - 53 IS - 5 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/m2an/2019029/ DO - 10.1051/m2an/2019029 LA - en ID - M2AN_2019__53_5_1607_0 ER -
%0 Journal Article %A Li, Cheng-Liang %A Ma, Chang-Feng %T On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2019 %P 1607-1627 %V 53 %N 5 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/m2an/2019029/ %R 10.1051/m2an/2019029 %G en %F M2AN_2019__53_5_1607_0
Li, Cheng-Liang; Ma, Chang-Feng. On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 5, pp. 1607-1627. doi: 10.1051/m2an/2019029
and , The world of the complex Ginzburg-Landau equation. Rev. Modern Phys. 74 (2002) 99. | Zbl | MR | DOI
, Optical tomography in medical imaging. Inverse Prob. 15 (1999) 41–93. | Zbl | MR | DOI
and , Real valued iterative methods for solving complex symmetric linear systems. Numer. Linear Algebra Appl. 7 (2000) 197–218. | Zbl | MR | DOI
, and , A comparison of iterative methods to solve complex valued linear algebraic systems. Numer. Algor. 66 (2014) 811–841. | Zbl | MR | DOI
, On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems. Computing 89 (2010) 171–197. | Zbl | MR | DOI
, Block preconditioners for elliptic PDE-constrained optimization problems. Computing 91 (2011) 379–395. | Zbl | MR | DOI
, Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks. J. Comput. Appl. Math. 237 (2013) 295–330. | Zbl | MR | DOI
, and , Modified HSS iteration methods for a class of complex symmetric linear systems. Computing 87 (2010) 93–111. | Zbl | MR | DOI
, and , On preconditioned MHSS iteration methods for complex symmetric linear systems. Numer. Algor. 56 (2011) 297–317. | Zbl | MR | DOI
, , and , Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J. Numer. Anal. 33 (2013) 343–369. | Zbl | MR | DOI
, and , Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM. J. Matrix Anal. Appl. 24 (2003) 603–626. | Zbl | MR | DOI
, and , Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98 (2004) 1–32. | Zbl | MR | DOI
, and , Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76 (2007) 287–298. | Zbl | MR | DOI
, Preconditioning techniques for large linear systems: a survey. J. Comput. Phys. 182 (2002) 418–477. | Zbl | MR | DOI
, , Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA. J. Numer. Anal 28 (2008) 598–618. | Zbl | MR | DOI
, and , Numerical solution of saddle point problems. Acta Numer. 14 (2005) 1–137. | Zbl | MR | DOI
and , Non-negative Matrices in the Mathematical Sciences, 2nd edition. SIAM, Philadephia (1994). | Zbl | MR
, Efficient solvers for sequences of complex symmetric linear systems. Electron. Trans. Numer. Anal. 18 (2004) 49–64. | Zbl | MR
and , A generalized modified HSS method for singular complex symmetric linear systems. Numer. Algor. 73 (2016) 77–89. | Zbl | MR | DOI
and , On semi-convergence of modified HSS iteration methods. Numer. Algor. 64 (2013) 507–518. | Zbl | MR | DOI
and , AOR-Uzawa iterative method for a class of complex symmetric linear system of equations. Comput. Math. Appl. 72 (2016) 2462–2472. | Zbl | MR | DOI
, and , A generalized preconditioned MHSS method for a class of complex symmetric linear systems. Math. Model. Anal. 18 (2013) 561–576. | Zbl | MR | DOI
, and , Iterative system solvers for the frequency analysis of linear mechanical systems. Comput. Methods Appl. Mech. Engrg. 190 (2000) 1719–1739. | Zbl | DOI
, Conjugate gradient-type methods for linear systems with complex symmetric coefficient matrices. SIAM J. Sci. Stat. Comput. 13 (1992) 425–448. | Zbl | MR | DOI
, , and , Numerical challenges in lattice quantum chromodynamics. Lecture Notes Comput. Sci. Eng. 15 (2000) 1719–1739. | Zbl | MR
, and , Existence of positive solutions for singular fractional differential equations with infinite-point boundary conditions. Non-linear Anal. Model. Control 21 (2015) 635–650. | Zbl | MR | DOI
, , and , Theory of rotated equations and applications to a population model. Discrete Cont. Dyn. Syst. -A 38 (2018) 2171–2185. | Zbl | MR | DOI
, and , Bifurcation theory for finitely smooth planar autonomous differential systems. J. Differ. Equ. 264 (2018) 3596–3618. | Zbl | MR | DOI
and . Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand. Sec. B 49 (1952) 409–436. | Zbl | MR | DOI
, and , Preconditioned GSOR iterative method for a class of complex symmetric system of linear equations. Numer. Linear Algebra Appl. 22 (2015) 761–776. | Zbl | MR | DOI
, and , A new iterative method for solving a class of complex symmetric system of linear equations. Numer. Algor. 73 (2016) 927–955. | Zbl | MR | DOI
and , General energy decay for a degenerate viscoelastic Petrovsky-type plate equation with boundary feedback. J. Appl. Anal. Comput. 8 (2018) 390–401. | Zbl | MR
and , On Euler-extrapolated Hermitian/skew-Hermitian splitting method for complex symmetric linear systems. Appl. Math. Lett. 86 (2018) 42–48. | Zbl | MR | DOI
and , Efficient parameterized rotated shift-splitting preconditioner for a class of complex symmetric linear systems. Numer. Algor. 80 (2019) 337–354. | Zbl | MR | DOI
and , On semi-convergence of parameterized SHSS method for a class of singular complex symmetric linear systems. Comput. Math. Appl. 77 (2019) 466–475. | Zbl | MR | DOI
and , Exploring delayed mittag-Leffler type matrix functions to study finite time stability of fractional delay differential equations. Appl. Math. Comput. 324 (2018) 254–265. | Zbl | MR
and , A single-step HSS method for non-Hermitian positive definite linear systems. Appl. Math. Lett. 44 (2015) 26–29. | Zbl | MR | DOI
and , Block SOR methods for the solution of indefinite least squares problems. Calcolo 51 (2014) 367–379. | Zbl | MR | DOI
and , Calculation of ESR spectra and related FokkerPlanck forms by the use of the Lanczos algorithm. J. Chem. Phys. 74 (1981) 3757–3773. | MR | DOI
, Effecient preconditioning scheme for block partitioned matrices with structured sparsity. Numer. Linear Algebra Appl. 7 (2000) 715–726. | Zbl | MR | DOI
, and , On the computation of the step-size for the CQ-like algorithms for the split feasibility problem. Appl. Math. Comput. 262 (2015) 218–223. | Zbl | MR
and , Breakdown-free GMRES for singular systems. SIAM J. Matrix Anal. Appl. 26 (2005) 1001–1021. | Zbl | MR | DOI
and , Almost global existence for the Neumann problem of quasilinear wave equations outside star-shaped domains in 3D. Electron. J. Differ. Equ. 312 (2018) 1–22. | MR | Zbl
, Iterative Methods for Sparse Linear Systems. PWS Press, New York (1995). | Zbl
and , GMRES: a generalized minimal residual algorithm for solving non-symmetric linear systems. SIAM J. Sci. Stat. Comput. 7 (1986) 856–869. | Zbl | MR | DOI
, and , Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations. Int. J. Comput. Math. 92 (2015) 802–815. | Zbl | MR | DOI
, and , 2D and 3D computations of lossy eigenvalue problems. IEEE Trans. Magn. 30 (1994) 3578–3581. | DOI
and , Bifurcation of periodic orbits by perturbing high-dimensional piecewise smooth integrable systems. J. Differ. Equ. 263 (2017) 7448–7474. | Zbl | MR | DOI
, Exponential Fourier collocation methods for solving first-order differential equations. J. Comput. Appl. Math. 35 (2017) 711–736. | Zbl | MR
, and , Efficient implementation of RKN-type Fourier collocation methods for second-order differential equations. Appl. Numer. Math. 119 (2017) 164–178. | Zbl | MR | DOI
, and , Trigonometric collocation methods based on Lagrange basis polynomials for multi-frequency oscillatory second order differential equations. J. Comput. Appl. Math. 313 (2017) 185–201. | Zbl | MR | DOI
and , On semi-convergence of modified HSS method for a class of complex singular linear systems. Appl. Math. Lett. 38 (2014) 57–60. | Zbl | MR | DOI
and , A parameterized SHSS iteration method for a class of complex symmetric system of linear equations. Comput. Math. Appl. 71 (2016) 2124–2131. | Zbl | MR | DOI
and , Complex-extrapolated MHSS iteration method for singular complex symmetric linear systems. Numer. Algor. 76 (2017) 1021–1037. | Zbl | MR | DOI
Cité par Sources :





