On PMHSS Iteration Methods for Continuous Sylvester Equations

On PMHSS Iteration Methods for Continuous Sylvester Equations

Year:    2017

Author:    Yongxin Dong, Chuanqing Gu

Journal of Computational Mathematics, Vol. 35 (2017), Iss. 5 : pp. 600–619

Abstract

The modified Hermitian and skew-Hermitian splitting (MHSS) iteration method and preconditioned MHSS (PMHSS) iteration method were introduced respectively. In the paper, on the basis of the MHSS iteration method, we present a PMHSS iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and complex symmetric positive definite ⁄ semi-definite matrices. Under suitable conditions, we prove the convergence of the PMHSS iteration method and discuss the spectral properties of the preconditioned matrix. Moreover, to reduce the computing cost, we establish an inexact variant of the PMHSS iteration method and analyze its convergence property in detail. Numerical results show that the PMHSS iteration method and its inexact variant are efficient and robust solvers for this class of continuous Sylvester equations.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1607-m2016-0613

Journal of Computational Mathematics, Vol. 35 (2017), Iss. 5 : pp. 600–619

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    20

Keywords:    Continuous Sylvester equation PMHSS iteration Inexact PMHSS iteration Preconditioning Convergence.

Author Details

Yongxin Dong

Chuanqing Gu

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