@Article{JCM-31-326, author = {Guiding Gu}, title = {On Convergence Property of the Lanczos Method for Solving a Complex Shifted Hermitian Linear System}, journal = {Journal of Computational Mathematics}, year = {2013}, volume = {31}, number = {3}, pages = {326--334}, abstract = {

We discuss the convergence property of the Lanczos method for solving a complex shifted Hermitian linear system $(α I + H)x = f$. By showing the colinear coefficient of two system's residuals, our convergence analysis reveals that under the condition $Re(α)+ λ _{min}(H)>0$, the method converges faster than that for the real shifted Hermitian linear system $(Re(α) I+H)x=f$. Numerical experiments verify such convergence property.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1212-m4186}, url = {http://global-sci.org/intro/article_detail/jcm/9737.html} }