Year: 2022
East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 2 : pp. 367–380
Abstract
A shift-splitting iteration method for solving large sparse continuous Sylvester equations is developed. This single-step iteration algorithm demonstrates a better computational efficiency than the previously used two-step iterative methods. We also propose two variants — viz. inexact and accelerated shift-splitting iteration methods. The convergence properties of all algorithms are studied and the quasi-optimal iteration parameter of shift-splitting is derived. Numerical examples demonstrate the efficiencies of the three methods, especially for equations with ill-conditioned coefficient matrices.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.050821.070122
East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 2 : pp. 367–380
Published online: 2022-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14
Keywords: Continuous Sylvester equation shift-splitting iteration inexact iteration convergence.