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arXiv 2005.08123math.NAcs.NA
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求解连续Sylvester方程的一类乘法分裂迭代法

A class of multiplicative splitting iterations for solving the continuous Sylvester equation

Yu Huang, Mohammad Khorsand Zak, Emran Tohidi

摘要:

提出了一类求解连续Sylvester方程的乘法分裂迭代法。考虑连续Sylvester方程的每个系数矩阵的两个对称正定分裂,它可以等价地表示为两个乘法分裂矩阵方程。当连续Sylvester方程中的两个系数矩阵都是(非对称)半正定的,并且其中至少有一个是正定的时,在乘法分裂迭代法中,我们可以在第一个方程中选择矩阵$A$和$B$的Hermitian和斜Hermitian(HS)分裂,在第二个方程中选择矩阵$A$和$B$的Jacobi迭代分裂。研究了该方法的收敛条件,数值实验表明了该方法的有效性。

英文摘要:

For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations and it can be equivalently written as two multiplicative splitting matrix equations. When both coefficient matrices in the continuous Sylvester equation are (non-symmetric) positive semi-definite, and at least one of them is positive definite; we can choose Hermitian and skew-Hermitian (HS) splittings of matrices $A$ and $B$, in the first equation, and the splitting of the Jacobi iterations for matrices $A$ and $B$, in the second equation in the multiplicative splitting iteration method. Convergence conditions of this method are studied and numerical experiments show the efficiency of this method.

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