On Convergence Property Of Minres Method For Solving A Complex Shifted Hermitian Linear System
Guiding Gu, Guo Liu · Zenodo (CERN European Organization for Nuclear Research) · 2013
We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f. Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I + H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties.