On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 5, pp. 1607-1627.

In this paper, we propose an Euler preconditioned single-step HSS (EP-SHSS) iterative method for solving a broad class of complex symmetric linear systems. The proposed method can be applied not only to the non-singular complex symmetric linear systems but also to the singular ones. The convergence (semi-convergence) properties of the proposed method are carefully discussed under suitable restrictions. Furthermore, we consider the acceleration of the EP-SHSS method by preconditioned Krylov subspace method and discuss the spectral properties of the corresponding preconditioned matrix. Numerical experiments verify the effectiveness of the EP-SHSS method either as a solver or as a preconditioner for solving both non-singular and singular complex symmetric linear systems.

Reçu le :
Accepté le :
DOI : 10.1051/m2an/2019029
Classification : 65F10, 65F50, 65F15, 65N22
Mots-clés : Complex symmetric linear systems, Preconditioned EP-SHSS method, convergence, Semi-convergence, Spectral properties
Li, Cheng-Liang 1 ; Ma, Chang-Feng 1

1
@article{M2AN_2019__53_5_1607_0,
     author = {Li, Cheng-Liang and Ma, Chang-Feng},
     title = {On {Euler} preconditioned {SHSS} iterative method for a class of complex symmetric linear systems},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {1607--1627},
     publisher = {EDP-Sciences},
     volume = {53},
     number = {5},
     year = {2019},
     doi = {10.1051/m2an/2019029},
     zbl = {07135564},
     mrnumber = {3990652},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2019029/}
}
TY  - JOUR
AU  - Li, Cheng-Liang
AU  - Ma, Chang-Feng
TI  - On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2019
SP  - 1607
EP  - 1627
VL  - 53
IS  - 5
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2019029/
DO  - 10.1051/m2an/2019029
LA  - en
ID  - M2AN_2019__53_5_1607_0
ER  - 
%0 Journal Article
%A Li, Cheng-Liang
%A Ma, Chang-Feng
%T On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2019
%P 1607-1627
%V 53
%N 5
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2019029/
%R 10.1051/m2an/2019029
%G en
%F M2AN_2019__53_5_1607_0
Li, Cheng-Liang; Ma, Chang-Feng. On Euler preconditioned SHSS iterative method for a class of complex symmetric linear systems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 5, pp. 1607-1627. doi : 10.1051/m2an/2019029. http://www.numdam.org/articles/10.1051/m2an/2019029/

I.S. Aranson and L. Kramer, The world of the complex Ginzburg-Landau equation. Rev. Modern Phys. 74 (2002) 99. | DOI | MR | Zbl

S.R. Arridge, Optical tomography in medical imaging. Inverse Prob. 15 (1999) 41–93. | DOI | MR | Zbl

O. Axelsson and A. Kucherov, Real valued iterative methods for solving complex symmetric linear systems. Numer. Linear Algebra Appl. 7 (2000) 197–218. | DOI | MR | Zbl

O. Axelsson, M. Neytcheva and B. Ahmad, A comparison of iterative methods to solve complex valued linear algebraic systems. Numer. Algor. 66 (2014) 811–841. | DOI | MR | Zbl

Z.-Z. Bai, On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems. Computing 89 (2010) 171–197. | DOI | MR | Zbl

Z.-Z. Bai, Block preconditioners for elliptic PDE-constrained optimization problems. Computing 91 (2011) 379–395. | DOI | MR | Zbl

Z.-Z. Bai, Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks. J. Comput. Appl. Math. 237 (2013) 295–330. | DOI | MR | Zbl

Z.-Z. Bai, M. Benzi and F. Chen, Modified HSS iteration methods for a class of complex symmetric linear systems. Computing 87 (2010) 93–111. | DOI | MR | Zbl

Z.-Z. Bai, M. Benzi and F. Chen, On preconditioned MHSS iteration methods for complex symmetric linear systems. Numer. Algor. 56 (2011) 297–317. | DOI | MR | Zbl

Z.-Z. Bai, M. Benzi, F. Chen and Z.-Q. Wang, Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J. Numer. Anal. 33 (2013) 343–369. | DOI | MR | Zbl

Z.-Z. Bai, G.H. Golub and M.K. Ng, Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM. J. Matrix Anal. Appl. 24 (2003) 603–626. | DOI | MR | Zbl

Z.-Z. Bai, G.H. Golub and J.-Y. Pan, Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98 (2004) 1–32. | DOI | MR | Zbl

Z.-Z. Bai, G.H. Golub and C.-K. Li, Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76 (2007) 287–298. | DOI | MR | Zbl

M. Benzi, Preconditioning techniques for large linear systems: a survey. J. Comput. Phys. 182 (2002) 418–477. | DOI | MR | Zbl

M. Benzi, D. Bertaccini, Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA. J. Numer. Anal 28 (2008) 598–618. | DOI | MR | Zbl

M. Benzi, G.H. Golub and J. Liesen, Numerical solution of saddle point problems. Acta Numer. 14 (2005) 1–137. | DOI | MR | Zbl

A. Berman and R.J. Plemmons, Non-negative Matrices in the Mathematical Sciences, 2nd edition. SIAM, Philadephia (1994). | MR | Zbl

D. Bertaccini, Efficient solvers for sequences of complex symmetric linear systems. Electron. Trans. Numer. Anal. 18 (2004) 49–64. | MR | Zbl

Z. Chao and G.-L. Chen, A generalized modified HSS method for singular complex symmetric linear systems. Numer. Algor. 73 (2016) 77–89. | DOI | MR | Zbl

F. Chen and Q.-Q. Liu, On semi-convergence of modified HSS iteration methods. Numer. Algor. 64 (2013) 507–518. | DOI | MR | Zbl

C.-R. Chen and C.-F. Ma, AOR-Uzawa iterative method for a class of complex symmetric linear system of equations. Comput. Math. Appl. 72 (2016) 2462–2472. | DOI | MR | Zbl

M. Dehghan, M. Dehghani-Madiseh and M. Hajarian, A generalized preconditioned MHSS method for a class of complex symmetric linear systems. Math. Model. Anal. 18 (2013) 561–576. | DOI | MR | Zbl

A. Feriani, F. Perotti and V. Simoncini, Iterative system solvers for the frequency analysis of linear mechanical systems. Comput. Methods Appl. Mech. Engrg. 190 (2000) 1719–1739. | DOI | Zbl

R.W. Freund, Conjugate gradient-type methods for linear systems with complex symmetric coefficient matrices. SIAM J. Sci. Stat. Comput. 13 (1992) 425–448. | DOI | MR | Zbl

A. Frommer, T. Lippert, B. Medeke and K. Schilling, Numerical challenges in lattice quantum chromodynamics. Lecture Notes Comput. Sci. Eng. 15 (2000) 1719–1739. | MR | Zbl

L. Guo, L. Liu and Y. Wu, Existence of positive solutions for singular fractional differential equations with infinite-point boundary conditions. Non-linear Anal. Model. Control 21 (2015) 635–650. | DOI | MR | Zbl

M. Han, X. Hou, L. Sheng and C. Wang, Theory of rotated equations and applications to a population model. Discrete Cont. Dyn. Syst. -A 38 (2018) 2171–2185. | DOI | MR | Zbl

M. Han, L. Sheng and X. Zhang, Bifurcation theory for finitely smooth planar autonomous differential systems. J. Differ. Equ. 264 (2018) 3596–3618. | DOI | MR | Zbl

M.R. Hestenes and E.L. Stiefel. Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand. Sec. B 49 (1952) 409–436. | DOI | MR | Zbl

D. Hezari, V. Edalatpour and D.K. Salkuyeh, Preconditioned GSOR iterative method for a class of complex symmetric system of linear equations. Numer. Linear Algebra Appl. 22 (2015) 761–776. | DOI | MR | Zbl

D. Hezari, D.K. Salkuyeh and V. Edalatpour, A new iterative method for solving a class of complex symmetric system of linear equations. Numer. Algor. 73 (2016) 927–955. | DOI | MR | Zbl

F. Li and G. Du, General energy decay for a degenerate viscoelastic Petrovsky-type plate equation with boundary feedback. J. Appl. Anal. Comput. 8 (2018) 390–401. | MR | Zbl

C.-L. Li and C.-F. Ma, On Euler-extrapolated Hermitian/skew-Hermitian splitting method for complex symmetric linear systems. Appl. Math. Lett. 86 (2018) 42–48. | DOI | MR | Zbl

C.-L. Li and C.-F. Ma, Efficient parameterized rotated shift-splitting preconditioner for a class of complex symmetric linear systems. Numer. Algor. 80 (2019) 337–354. | DOI | MR | Zbl

C.-L. Li and C.-F. Ma, On semi-convergence of parameterized SHSS method for a class of singular complex symmetric linear systems. Comput. Math. Appl. 77 (2019) 466–475. | DOI | MR | Zbl

M. Li and J. Wang, Exploring delayed mittag-Leffler type matrix functions to study finite time stability of fractional delay differential equations. Appl. Math. Comput. 324 (2018) 254–265. | MR | Zbl

C.-X. Li and S.-L. Wu, A single-step HSS method for non-Hermitian positive definite linear systems. Appl. Math. Lett. 44 (2015) 26–29. | DOI | MR | Zbl

Q.-H. Liu and A.-J. Liu, Block SOR methods for the solution of indefinite least squares problems. Calcolo 51 (2014) 367–379. | DOI | MR | Zbl

G. Moro and J.H. Freed, Calculation of ESR spectra and related FokkerPlanck forms by the use of the Lanczos algorithm. J. Chem. Phys. 74 (1981) 3757–3773. | DOI | MR

B. Poirier, Effecient preconditioning scheme for block partitioned matrices with structured sparsity. Numer. Linear Algebra Appl. 7 (2000) 715–726. | DOI | MR | Zbl

B. Qu, B.-H. Liu and N. Zheng, On the computation of the step-size for the CQ-like algorithms for the split feasibility problem. Appl. Math. Comput. 262 (2015) 218–223. | MR | Zbl

L. Reichel and Q. Ye, Breakdown-free GMRES for singular systems. SIAM J. Matrix Anal. Appl. 26 (2005) 1001–1021. | DOI | MR | Zbl

L. Ren and J. Xin, Almost global existence for the Neumann problem of quasilinear wave equations outside star-shaped domains in 3D. Electron. J. Differ. Equ. 312 (2018) 1–22. | MR | Zbl

Y. Saad, Iterative Methods for Sparse Linear Systems. PWS Press, New York (1995). | Zbl

Y. Saad and M.H. Schultz, GMRES: a generalized minimal residual algorithm for solving non-symmetric linear systems. SIAM J. Sci. Stat. Comput. 7 (1986) 856–869. | DOI | MR | Zbl

D.K. Salkuyeh, D. Hezari and V. Edalatpour, Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations. Int. J. Comput. Math. 92 (2015) 802–815. | DOI | MR | Zbl

D. Schmitt, B. Steffen and T. Weiland, 2D and 3D computations of lossy eigenvalue problems. IEEE Trans. Magn. 30 (1994) 3578–3581. | DOI

H. Tian and M. Han, Bifurcation of periodic orbits by perturbing high-dimensional piecewise smooth integrable systems. J. Differ. Equ. 263 (2017) 7448–7474. | DOI | MR | Zbl

B. Wang, Exponential Fourier collocation methods for solving first-order differential equations. J. Comput. Appl. Math. 35 (2017) 711–736. | MR | Zbl

B. Wang, F. Meng and Y. Fang, Efficient implementation of RKN-type Fourier collocation methods for second-order differential equations. Appl. Numer. Math. 119 (2017) 164–178. | DOI | MR | Zbl

B. Wang, X. Wu and F. Meng, Trigonometric collocation methods based on Lagrange basis polynomials for multi-frequency oscillatory second order differential equations. J. Comput. Appl. Math. 313 (2017) 185–201. | DOI | MR | Zbl

S.-L. Wu and C.-X. Li, On semi-convergence of modified HSS method for a class of complex singular linear systems. Appl. Math. Lett. 38 (2014) 57–60. | DOI | MR | Zbl

M.-L. Zeng and C.-F. Ma, A parameterized SHSS iteration method for a class of complex symmetric system of linear equations. Comput. Math. Appl. 71 (2016) 2124–2131. | DOI | MR | Zbl

M.-L. Zeng and G.-F. Zhang, Complex-extrapolated MHSS iteration method for singular complex symmetric linear systems. Numer. Algor. 76 (2017) 1021–1037. | DOI | MR | Zbl

Cité par Sources :