Developing Bi-CG and Bi-CR methods to solve generalized Sylvester-transpose matrix equations

被引:22
作者
Hajarian M. [1 ]
机构
[1] Department of Mathematics, Shahid Beheshti University, Evin, Tehran, 19839, General Campus
关键词
bi-conjugate gradients (Bi-CG) method; bi-conjugate residual (Bi-CR) method; Sylvester matrix equation; iterative method; Linear systems;
D O I
10.1007/s11633-014-0762-0
中图分类号
学科分类号
摘要
The bi-conjugate gradients (Bi-CG) and bi-conjugate residual (Bi-CR) methods are powerful tools for solving nonsymmetric linear systems Ax = b. By using Kronecker product and vectorization operator, this paper develops the Bi-CG and Bi-CR methods for the solution of the generalized Sylvester-transpose matrix equation Σ i=1 p (A i XB i + C i X T D i) = E (including Lyapunov, Sylvester and Sylvester-transpose matrix equations as special cases). Numerical results validate that the proposed algorithms are much more efficient than some existing algorithms. © 2014 Institute of Automation, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.
引用
收藏
页码:25 / 29
页数:4
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