A RELAXED GRADIENT BASED ALGORITHM FOR SOLVING SYLVESTER EQUATIONS

被引：86
|
作者：
Niu, Qiang [1 ]
Wang, Xiang [2 ]
Lu, Lin-Zhang [3 ,4 ]
机构：
[1] Xian Jiaotong Liverpool Univ, MPTC, Suzhou 215123, Peoples R China
[2] Nanchang Univ, Dept Math, Nanchang 330047, Peoples R China
[3] Guizhou Normal Univ, Sch Math & Comp Sci, Guiyang 550001, Peoples R China
[4] Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2011年 / 13卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Sylvester equation; iterative method; relaxation parameter; IDENTIFICATION;
D O I：
10.1002/asjc.328
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
By introducing a relaxation parameter, we derive a relaxed gradient based iterative algorithm for solving Sylvester equations. Theoretical analysis shows that the new method converges under certain assumptions. Comparisons are performed with the original algorithm, and results show that the new method exhibits fast convergence behavior with a wide range of relaxation parameters.
引用
收藏
页码：461 / 464
页数：4
相关论文
共 50 条
  • [41] Gradient based iterative algorithms for solving a class of matrix equations
    Ding, F
    Chen, TW
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (08) : 1216 - 1221
  • [42] Gradient-based iterative approach for solving constrained systems of linear matrix equations
    Shirilord, Akbar
    Dehghan, Mehdi
    COMPUTATIONAL & APPLIED MATHEMATICS, 2024, 43 (04):
  • [43] Quasi gradient-based inversion-free iterative algorithm for solving a class of the nonlinear matrix equations
    Zhang, Huamin
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2019, 77 (05) : 1233 - 1244
  • [44] On the ADI method for Sylvester equations
    Benner, Peter
    Li, Ren-Cang
    Truhar, Ninoslav
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 233 (04) : 1035 - 1045
  • [45] Gradient-descent iterative algorithm for solving a class of linear matrix equations with applications to heat and Poisson equations
    Adisorn Kittisopaporn
    Pattrawut Chansangiam
    Advances in Difference Equations, 2020
  • [46] Distributed Computation for Solving the Sylvester Equation Based on Optimization
    Deng, Wen
    Zeng, Xianlin
    Hong, Yiguang
    IEEE CONTROL SYSTEMS LETTERS, 2020, 4 (02): : 414 - 419
  • [47] A finite iterative method for solving the generalized Hamiltonian solutions of coupled Sylvester matrix equations with conjugate transpose
    Li, Sheng-Kun
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2017, 94 (04) : 757 - 773
  • [48] Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations
    Zadeh, Najmeh Azizi
    Tajaddini, Azita
    Wu, Gang
    NUMERICAL ALGORITHMS, 2019, 82 (01) : 155 - 181
  • [49] Matrix algorithms for solving the generalized coupled Sylvester and periodic coupled matrix equations
    Hajarian, Masoud
    TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2014, 36 (08) : 963 - 970
  • [50] Noise-tolerant gradient-oriented neurodynamic model for solving the Sylvester equation
    Liu, Bei
    Fu, Dongyang
    Qi, Yimeng
    Huang, Haoen
    Jin, Long
    APPLIED SOFT COMPUTING, 2021, 109
12345