Preconditioned Positive-Definite and Skew-Hermitian Splitting Iteration Methods for Continuous Sylvester Equations AX plus XB = C

被引:33
作者
Zhou, Rong [1 ]
Wang, Xiang [1 ,2 ]
Tang, Xiao-Bin [3 ]
机构
[1] Nanchang Univ, Sch Sci, Dept Math, Nanchang 330031, Jiangxi, Peoples R China
[2] Nanchang Univ, Sch Sci, Numer Simulat & High Performance Comp Lab, Nanchang 330031, Jiangxi, Peoples R China
[3] Univ Int Business & Econ, Sch Stat, Beijing 100029, Peoples R China
关键词
PPSS iteration method; IPPSS iteration method; Sylvester equations; convergence; KRYLOV-SUBSPACE; SYSTEMS;
D O I
10.4208/eajam.190716.051116a
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present a preconditioned positive-definite and skew-Hermitian splitting (PPSS) iteration method for continuous Sylvester equations AX + XB = C with positive definite/semi-definite matrices. The analysis shows that the PPSS iteration method will converge under certain assumptions. An inexact variant of the PPSS iteration method (IPPSS) has been presented and the analysis of its convergence property in detail has been discussed. Numerical results show that this new method is more efficient and robust than the existing ones.
引用
收藏
页码:55 / 69
页数:15
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