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Splitting iterations for circulant-plus-diagonal systems

✍ Scribed by Man-Kiu Ho; Michael K. Ng


Book ID
102547638
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
134 KB
Volume
12
Category
Article
ISSN
1070-5325

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✦ Synopsis


Abstract

We consider the system of linear equations (C + iD)x=b, where C is a circulant matrix and D is a real diagonal matrix. We study the technique for constructing the normal/skew‐Hermitian splitting for such coefficient matrices. Theoretical results show that if the eigenvalues of C have positive real part, the splitting method converges to the exact solution of the system of linear equations. When the eigenvalues of C have non‐negative real part, the convergence conditions are also given. We present a successive overrelaxation acceleration scheme for the proposed splitting iteration. Numerical examples are given to illustrate the effectiveness of the method. Copyright Β© 2005 John Wiley & Sons, Ltd.


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