On structured variants of modified HSS Iteration methods for complex Toeplitz linear systems

The Modified Hermitian and skew-Hermitian splitting (MHSS) iteration method was presented and studied by Bai, Benzi and Chen (Computing, 87(2010), 93-111) for solving a class of complex symmetric linear systems. In this paper, using the properties of Toeplitz matrix, we propose a class of structured MHSS iteration methods for solving the complex Toeplitz linear system. Theoretical analysis shows that the structured MHSS iteration method is unconditionally convergent to the exact solution. When the MHSS iteration method is used directly to complex symmetric Toeplitz linear systems, the computational costs can be considerately reduced by use of Toeplitz structure. Finally, numerical experiments show that the structured MHSS iteration method and the structured MHSS preconditioner are efficient for solving the complex Toeplitz linear system.

[1]  O. Axelsson Iterative solution methods , 1995 .

[2]  Raymond H. Chan,et al.  Conjugate Gradient Methods for Toeplitz Systems , 1996, SIAM Rev..

[3]  O. Axelsson,et al.  Real valued iterative methods for solving complex symmetric linear systems , 2000 .

[4]  Yao-Lin Jiang,et al.  Improving convergence performance of relaxation-based transient analysis by matrix splitting in circuit simulation , 2001 .

[5]  Gene H. Golub,et al.  Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems , 2002, SIAM J. Matrix Anal. Appl..

[6]  Richard M. M. Chen,et al.  A new iterative technique for large and dense linear systems from the MEI method in electromagnetics , 2003, Appl. Math. Comput..

[7]  Gene H. Golub,et al.  Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems , 2004, Numerische Mathematik.

[8]  Owe Axelsson,et al.  A Class of Nested Iteration Schemes for Linear Systems with a Coefficient Matrix with a Dominant Positive Definite Symmetric Part , 2004, Numerical Algorithms.

[9]  Gene H. Golub,et al.  Block Triangular and Skew-Hermitian Splitting Methods for Positive-Definite Linear Systems , 2005, SIAM J. Sci. Comput..

[10]  Gene H. Golub,et al.  Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices , 2007, Math. Comput..

[11]  Gene H. Golub,et al.  Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems , 2007 .

[12]  Chuanqing Gu,et al.  On the HSS iteration methods for positive definite Toeplitz linear systems , 2009 .

[13]  Fang Chen,et al.  On HSS and AHSS iteration methods for nonsymmetric positive definite Toeplitz systems , 2010, J. Comput. Appl. Math..

[14]  Fang Chen,et al.  Modified HSS iteration methods for a class of complex symmetric linear systems , 2010, Computing.

[15]  G. Heinig,et al.  Fast algorithms for Toeplitz and Hankel matrices , 2011 .