A generalization of the Hermitian and skew-Hermitian splitting iteration method for solving Sylvester equations

This paper is concerned with a generalization of the Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations. The analysis shows that the GHSS iteration method will converge under certain assumptions. Numerical results show that this new...

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Bibliographic Details
Published in:Applied mathematics and computation 2015-11, Vol.271, p.609-617
Main Authors: Zhou, Rong, Wang, Xiang, Tang, Xiao-Bin
Format: Article
Language:English
Subjects:
GHSS iteration method
HSS iteration method
Sylvester equations
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Summary:This paper is concerned with a generalization of the Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations. The analysis shows that the GHSS iteration method will converge under certain assumptions. Numerical results show that this new method is more efficient and robust than the existing ones.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2015.09.027