A new double-step splitting iteration method for certain block two-by-two linear systems

Abstract

We consider the iterative solution of certain block two-by-two linear systems and introduce a new double-step splitting (NDSS) iteration method. The proposed method is based on the transformed matrix iteration method proposed recently, and obtained by applying two-step and preconditioning techniques for the original linear system. We prove that the NDSS iteration method is convergent under mild conditions. Upper bounds on the spectral radius of the iteration matrix of the NDSS method are presented and the parameters which minimize these bounds are computed. We also consider the inexact NDSS iteration method. The proposed methods are compared theoretically and numerically with some existing ones, which shows the good performance of the NDSS iteration method and its inexact version.

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Acknowledgements

I would like to express my sincere thanks to the editor and the anonymous reviewers for their valuable suggestions and constructive comments which greatly improved the presentation of this paper.

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Correspondence to Zheng-Ge Huang.

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This research was supported by the National Natural Science Foundation of China (No. 11901123), the Guangxi Natural Science Foundation (No. 2018JJB110062) and the Xiangsihu Young Scholars Innovative Research Team of Guangxi University for Nationalities (No. 2019RSCXSHQN03).

Communicated by Zhong-Zhi Bai.

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Cite this article

Huang, Z. A new double-step splitting iteration method for certain block two-by-two linear systems. Comp. Appl. Math. 39, 193 (2020). https://doi.org/10.1007/s40314-020-01220-9

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Keywords

  • Block two-by-two linear system
  • New double-step splitting iteration method
  • Two-step technique
  • Preconditioning technique
  • Convergence properties
  • Quasi-optimal parameters
  • Inexact implementation

Mathematics Subject Classification

  • 65F10
  • 65F50