A generalized HSS iteration method for continuous Sylvester equations. (English) Zbl 1406.65020

Li, Xu; Wu, Yu-Jiang; Yang, Ai-Li; Yuan, Jin-Yun

J. Appl. Math. 2014, Article ID 578102, 9 p. (2014).

Summary: Based on the Hermitian and skew-Hermitian splitting (HSS) iteration technique, we establish a generalized HSS (GHSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semidefinite matrices. The GHSS method is essentially a four-parameter iteration which not only covers the standard HSS iteration but also enables us to optimize the iterative process. An exact parameter region of convergence for the method is strictly proved and a minimum value for the upper bound of the iterative spectrum is derived. Moreover, to reduce the computational cost, we establish an inexact variant of the GHSS (IGHSS) iteration method whose convergence property is discussed. Numerical experiments illustrate the efficiency and robustness of the GHSS iteration method and its inexact variant.

MSC:

65F10	Iterative numerical methods for linear systems
15A24	Matrix equations and identities