A generalization of the Hermitian and skew-Hermitian splitting iteration method for solving Sylvester equations
Rong Zhou,
Xiang Wang and
Xiao-Bin Tang
Applied Mathematics and Computation, 2015, vol. 271, issue C, 609-617
Abstract:
This paper is concerned with a generalization of the Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations. The analysis shows that the GHSS iteration method will converge under certain assumptions. Numerical results show that this new method is more efficient and robust than the existing ones.
Keywords: HSS iteration method; GHSS iteration method; Sylvester equations (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:271:y:2015:i:c:p:609-617
DOI: 10.1016/j.amc.2015.09.027
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