Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Extension of the MRTR method for solving complex symmetric linear systems
Akira SHIODEKuniyoshi ABESeiji FUJINO
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2007 Volume 17 Issue 1 Pages 27-42

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Abstract
The MRTR method has been recognized as an effective iterative method for singular systems of linear equations. The MRTR method is based on the three-term recurrence formula of the CG method and the algorithm is proven to be mathematically equivalent to the CR method. In this paper, we extend the MRTR method to solve complex symmetric linear systems. We describe this extended cs_MRTR method and prove that this method is mathematically equivalent to the COCR method. Numerical examples show that the cs_MRTR method shows a more stable convergence behavior than the COCR method.(Theory)
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© 2007 The Japan Society for Industrial and Applied Mathematics
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