On Non-Hermitian Positive (Semi)Definite Linear Algebraic Systems Arising from Dissipative Hamiltonian DAEs
Candan Güdücü, Jörg Liesen, Volker Mehrmann, Daniel B. Szyld
Abstract
We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An important feature of the linear algebraic systems is that the (non-Hermitian) system matrix has a positive definite or semidefinite Hermitian part. In the positive definite case we can solve the linear algebraic systems iteratively by Krylov subspace methods based on efficient three-term recurrences. We illustrate the performance of these iterative methods on several examples. The semidefinite case can be challenging and requires additional techniques to deal with the “singular part,” while the “positive definite part” can still be treated with the three-term recurrence methods.