Splitting iterations for circulant-plus-diagonal systems
β 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
- DOI
- 10.1002/nla.451
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β¦ 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/skewβHermitian 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 nonβnegative 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.
π SIMILAR VOLUMES
A new, effective, and stable modification of the Rojo method [1] for solving of real symmetric circulant five-diagonal systems of linear equations is proposed. This special kind of system appears in many applications: spline approximation, difference solution of partial differential equations, etc.