Journal of Applied Mathematics

A Preconditioned Iteration Method for Solving Sylvester Equations

Jituan Zhou, Ruirui Wang, and Qiang Niu

Full-text: Open access

Abstract

A preconditioned gradient-based iterative method is derived by judicious selection of two auxil- iary 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.

Article information

Source
J. Appl. Math., Volume 2012 (2012), Article ID 401059, 12 pages.

Dates
First available in Project Euclid: 14 December 2012

Permanent link to this document
https://projecteuclid.org/euclid.jam/1355495212

Digital Object Identifier
doi:10.1155/2012/401059

Mathematical Reviews number (MathSciNet)
MR2948153

Zentralblatt MATH identifier
1251.65044

Citation

Zhou, Jituan; Wang, Ruirui; Niu, Qiang. A Preconditioned Iteration Method for Solving Sylvester Equations. J. Appl. Math. 2012 (2012), Article ID 401059, 12 pages. doi:10.1155/2012/401059. https://projecteuclid.org/euclid.jam/1355495212


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