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An iterative method for solving the continuous sylvester equation by emphasizing on the skew-hermitian parts of the coefficient matrices.
- Source :
-
International Journal of Computer Mathematics . Apr2017, Vol. 94 Issue 4, p633-649. 17p. - Publication Year :
- 2017
-
Abstract
- We present an iterative method based on the Hermitian and skew-Hermitian splitting (HSS) for solving the continuous Sylvester equation. By using the HSS of the coefficient matricesAandB, we establish a method which is practically inner/outer iterations, by employing a conjugate gradient on the normal equations (CGNR)-like method as inner iteration to approximate each outer iterate, while each outer iteration is induced by a convergent splitting of the coefficient matrices. Via this method, a Sylvester equation with coefficient matricesand(which are the skew-Hermitian part ofAandB, respectively) is solved iteratively by a CGNR-like method. Convergence conditions of this method are studied and numerical examples show the efficiency of this method. In addition, we show that the quasi-Hermitian splitting can induce accurate, robust and effective preconditioned Krylov subspace methods. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 00207160
- Volume :
- 94
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- International Journal of Computer Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 121307785
- Full Text :
- https://doi.org/10.1080/00207160.2015.1120863