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A shift-splitting preconditioner for non-Hermitian positive definite matrices. (English) Zbl 1120.65054

The paper deals with preconditioned Krylov subspace methods for the numerical solution of linear algebraic systems with non-Hermitian positive definite coefficient matrices. The preconditioner is based on a shift splitting of the matrix. The eigenvalue distribution of the resulting preconditioned matrix as well as the optimal choice of the shift are studied. Numerical results illustrate the performance of the preconditioned iterative scheme.

MSC:

65F35 Numerical computation of matrix norms, conditioning, scaling
65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices

Software:

KELLEY