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.
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/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.