Splitting iterations for circulant-plus-diagonal systems

Man Kiu Ho, Kwok Po NG*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

10 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)779-792
Number of pages14
JournalNumerical Linear Algebra with Applications
Volume12
Issue number8
DOIs
Publication statusPublished - Oct 2005

Scopus Subject Areas

  • Algebra and Number Theory
  • Applied Mathematics

User-Defined Keywords

  • Circulant matrix
  • Diagonal matrix
  • Normal
  • Skew-Hermitian matrix
  • Splitting iteration method

Fingerprint

Dive into the research topics of 'Splitting iterations for circulant-plus-diagonal systems'. Together they form a unique fingerprint.

Cite this