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Zhou, Jituan; Wang, Ruirui; Niu, Qiang

A preconditioned iteration method for solving Sylvester equations. (English) Zbl 1251.65044

J. Appl. Math. 2012, Article ID 401059, 12 p. (2012).
Summary: A preconditioned gradient-based iterative method is derived by judicious selection of two auxiliary matrices. The strategy is based on the Newton’s iteration method and can be regarded as a generalization of the splitting iterative method for system of linear equations. We analyze the convergence of the method and illustrate that the approach is able to considerably accelerate the convergence of the gradient-based iterative method.

Cited in 2 Documents

MSC:

65F08 Preconditioners for iterative methods
15A24 Matrix equations and identities

Keywords:

preconditioned gradient-based iterative method; Newton’s iteration method; splitting iterative method

Software:

Algorithm 432; Matlab
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\textit{J. Zhou} et al., J. Appl. Math. 2012, Article ID 401059, 12 p. (2012; Zbl 1251.65044)
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References:

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