Title
On modified HSS iteration methods for continuous Sylvester equations
Abstract
We introduce and analyze a modification of the Hermitian and skew-Hermitian splitting iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and complex symmetric positive definite/semidefinite matrices. It is found that the modified Hermitian and skew-Hermitian splitting (MHSS) iteration method is unconditionally convergent. Each iteration in this method requires the solution of two linear systems with real symmetric positive definite coefficient matrices. These two systems can be solved inexactly. Numerical results show that the MHSS iteration method and its inexact variant are efficient and robust solvers for this class of continuous Sylvester equations.
Year
DOI
Venue
2015
10.1016/j.amc.2015.04.020
Applied Mathematics and Computation
Keywords
Field
DocType
Continuous Sylvester equation,MHSS iteration method,Inexact iteration,Convergence
Mathematical optimization,Linear system,Preconditioner,Iterative method,Matrix (mathematics),Mathematical analysis,Fixed-point iteration,Positive-definite matrix,Hermitian matrix,Power iteration,Mathematics
Journal
Volume
Issue
ISSN
263
C
0096-3003
Citations 
PageRank 
References 
3
0.39
12
Authors
3
Name
Order
Citations
PageRank
Duanmei Zhou161.86
Guoliang Chen230546.48
Qingyou Cai330.39