Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices

SIAM Journal on Scientific Computing

Volumn 28, Issue 2, 2006, Pages 583-603

  Bai, Zhonq Zhi ^a,b   Golub, Gene H ^c   Li, Chi Kwong ^d  

^a FUDAN UNIVERSITY   (China)

^b CHINESE ACADEMY OF SCIENCES   (China)

^c Stanford University   (United States)

^d William and Mary   (United States)

Author keywords

Hermitian matrix; Non Hermitian matrix; Optimal iteration parameter; Skew Hermitian matrix; Splitting iteration method

Indexed keywords

LINEAR SYSTEMS; MATRIX ALGEBRA; NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION;

HERMITIAN MATRIX; NON-HERMITIAN MATRIX; OPTIMAL ITERATION PARAMETERS; SKEW-HERMITIAN MATRIX; SPLITTING ITERATION METHODS;

ITERATIVE METHODS;

EID: 33947278967     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/050623644     Document Type: Article

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