Optimal Parameter in Hermitian and Skew-Hermitian Splitting Method for Certain Two-by-Two Block Matrices
Zhong‐Zhi Bai, Gene Howard Golub, Chi-Kwong Li · SIAM Journal on Scientific Computing · 2006
The optimal parameter of the Hermitian/skew-Hermitian splitting (HSS) iteration method for a real two-by-two linear system is obtained. The result is used to determine the optimal parameters for linear systems associated with certain two-by-two block matrices and to estimate the optimal parameters of the HSS iteration method for linear systems with n-by-n real coefficient matrices. Numerical examples are given to illustrate the results.