HSS(0): an Improved Hermitian/Skew-Hermitian Splitting Iteration

Abstract

We propose an improved version of the Hermitian/skew-Hermitian splitting (HSS) iterative method, which we call HSS(0), to solve non-Hermitian linear systems with a positive definite Hermitian part. The improvement is based on solving the Hermitian half iteration without a shift, and applying a shift only for the skew-Hermitian solve. An optimal parameter is derived analytically, and a corresponding upper bound on the convergence speed is obtained. Using a combination of analytical proofs and numerical validations, we show that HSS(0) yields a dramatically faster convergence speed than standard HSS. Furthermore, HSS(0) is much less sensitive to the choice of the parameter. Numerical experiments on a convection-diffusion model problem in two and three dimensions illustrate the high efficiency of HSS(0).