On Minimization of Upper Bound for the Convergence Rate of the QHSS Iteration Method

Abstract

For an upper bound of the spectral radius of the QHSS (quasi Hermitian and skew-Hermitian splitting) iteration matrix which can also bound the contraction factor of the QHSS iteration method, we give its minimum point under the conditions which guarantee that the upper bound is strictly less than one. This provides a good choice of the involved iteration parameters, so that the convergence rate of the QHSS iteration method can be significantly improved.