Preconditioned HSS methods for the solution of non-Hermitian positive definite linear systems and applications to the discrete convection-diffusion equation

摘要

We study the role of preconditioning strategies recently developed for coercive problems in connection with a two-step iterative method, based on the Hermitian skew-Hermitian splitting (HSS) of the coefficient matrix, proposed by Bai, Golub and Ng for the solution of nonsymmetric linear systems whose real part is coercive. As a model problem we consider Finite Differences (FD) matrix sequences {A n (a,p)} n discretizing the elliptic (convection-diffusion) problem