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ON HERMITIAN AND SKEW-HERMITIAN SPLITTING ITERATION METHODS FOR CONTINUOUS SYLVESTER EQUATIONS

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文摘 We present a Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semidefinite matrices. The unconditional convergence of the HSS iteration method is proved and an upper bound on the convergence rate is derived. Moreover, to reduce the computing cost, we establish an inexact variant of the HSS iteration method and analyze its convergence property in detail. Numerical results show that the HSS iteration method and its inexact variant are efficient and robust solvers for this class of continuous Sylvester equations
来源 Journal of Computational Mathematics ,2011,29(2):185-198 【核心库】
DOI 10.4208/jcm.1009-m3152
关键词 Continuous Sylvester equation ; HSS iteration method ; Inexact iteration ; Convergence
地址

LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190

语种 英文
文献类型 研究性论文
ISSN 0254-9409
学科 数学
基金 国家973计划 ;  国家自然科学基金国家杰出青年科学基金
文献收藏号 CSCD:4152904

参考文献 共 41 共3页

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引证文献 14 篇

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