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How to solve a symmetric but not conjugate symmetric system |
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| Jun12-12, 01:43 PM | #1 |
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How to solve a symmetric but not conjugate symmetric system
Consider the large linear system of equations Ax=b, where A is an n by n symmetric but not conjugate symmetric system, i.e., A_ij=A_ji, but A_ij≠A*_ji. What is the best strategy of solving such a system using iterative methods? Obviously conjugate gradient can't be applied directly, bi-conjugate gradient doubles the cost and requires forming adjoint of A. Any suggestions?
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