Year: 2011
Journal of Computational Mathematics, Vol. 29 (2011), Iss. 2 : pp. 185–198
Abstract
We present a Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semi-definite matrices. The unconditional convergence of the HSS iteration method is proved and an upper bound on the convergence rate is derived. Moreover, to reduce the computing cost, we establish an inexact variant of the HSS iteration method and analyze its convergence property in detail. Numerical results show that the HSS 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.1009-m3152
Journal of Computational Mathematics, Vol. 29 (2011), Iss. 2 : pp. 185–198
Published online: 2011-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14
Keywords: Continuous Sylvester equation HSS iteration method Inexact iteration Convergence.
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The Four-Parameter PSS Method for Solving the Sylvester Equation
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Generalized conjugate direction algorithm for solving general coupled Sylvester matrix equations
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Symmetric least squares solution of a class of Sylvester matrix equations via MINIRES algorithm
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Least Squares Solution of the Linear Operator Equation
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An E-extra iteration method for solving reduced biquaternion matrix equation $ AX+XB = C $
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Adaptive Parameter Alternating Direction Algorithm for Centrosymmetric Solutions of a Class of Generalized Coupled Sylvester-transpose Matrix Equations
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Hu, Li-Ying | Guo, Gong-De | Ma, Chang-FengApplied Mathematics and Computation, Vol. 259 (2015), Iss. P.212
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