On Convergence Property of MINRES Method for Solving a Complex Shifted Hermitian Linear System
نویسنده
چکیده
We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f . Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I +H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties. Keywords—complex shifted linear system, Hermitian matrix, MINRES method.
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