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Positive semidefinite/positive semidefinite splitting iteration methods for solving nonsingular non-Hermitian positive semidefinite systems

Published: March 4, 2025 | arXiv ID: 2503.02361v1

By: Davod Khojasteh Salkuyeh, Mohsen Masoudi

Potential Business Impact:

Solves hard math problems faster for computers.

Business Areas:
A/B Testing Data and Analytics

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive semidefinite matrices along with an arbitrary Hermitian positive definite shift matrix. Several conditions are established to guarantee the convergence of method and suggestions are provided for selecting the matrices involved in the desired splitting. We explore selection process of the shift matrix and determine the optimal parameter in a specific scenario. The proposed method aims to generalize previous approaches and improve the conditions for convergence theorems. In addition, we examine two special cases of this method and compare the induced preconditioners with some state-of-art preconditioners. Numerical examples are given to demonstrate effectiveness of the presented preconditioners.

Country of Origin
🇮🇷 Iran

Page Count
23 pages

Category
Mathematics:
Numerical Analysis (Math)