On HSS and AHSS iteration methods for nonsymmetric positive definite Toeplitz systems

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Abstract

Two iteration methods are proposed to solve real nonsymmetric positive definite Toeplitz systems of linear equations. These methods are based on Hermitian and skew-Hermitian splitting (HSS) and accelerated Hermitian and skew-Hermitian splitting (AHSS). By constructing an orthogonal matrix and using a similarity transformation, the real Toeplitz linear system is transformed into a generalized saddle point problem. Then the structured HSS and the structured AHSS iteration methods are established by applying the HSS and the AHSS iteration methods to the generalized saddle point problem. We discuss efficient implementations and demonstrate that the structured HSS and the structured AHSS iteration methods have better behavior than the HSS iteration method in terms of both computational complexity and convergence speed. Moreover, the structured AHSS iteration method outperforms the HSS and the structured HSS iteration methods. The structured AHSS iteration method also converges unconditionally to the unique solution of the Toeplitz linear system. In addition, an upper bound for the contraction factor of the structured AHSS iteration method is derived. Numerical experiments are used to illustrate the effectiveness of the structured AHSS iteration method.

Original languageEnglish
Pages (from-to)2432-2440
Number of pages9
JournalJournal of Computational and Applied Mathematics
Volume234
Issue number8
DOIs
StatePublished - 15 Aug 2010

Keywords

  • AHSS iteration method
  • Centrosymmetric matrix
  • HSS iteration method
  • Skew-centrosymmetric matrix
  • Toeplitz matrix

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