arXiv · 2503.02361
Positive semidefinite and positive semidefinite splitting iteration methods for solving nonsingular positive semidefinite systems
Abstract
This article introduces an iterative method for solving nonsingular positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two positive semidefinite matrices along with an arbitrary Hermitian positive definite shift matrix. Several conditions are established to guarantee the convergence of method and suggestions are provided for selecting the matrices involved in the desired splitting. We explore selection process of the shift matrix and determine the optimal parameter in a specific scenario. The proposed method aims to generalize previous approaches and improve the conditions for convergence theorems. In addition, we examine two special cases of this method and compare the induced preconditioners with some state-of-art preconditioners. Numerical examples are given to demonstrate effectiveness of the presented preconditioners.
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Mohsen Masoudi, Davod Khojasteh Salkuyeh. 2026-09-04. Positive semidefinite and positive semidefinite splitting iteration methods for solving nonsingular positive semidefinite systems. https://doi.org/10.4208/nmtma.oa-2025-0134
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