The Four-Parameter PSS Method for Solving the Sylvester Equation

Hai-Long Shen, Yan-Ran Li and Xin-Hui Shao
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Hai-Long Shen: Department of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, China
Yan-Ran Li: Department of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, China
Xin-Hui Shao: Department of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, China

Mathematics, 2019, vol. 7, issue 1, 1-13

Abstract: In order to solve the Sylvester equations more efficiently, a new four parameters positive and skew-Hermitian splitting (FPPSS) iterative method is proposed in this paper based on the previous research of the positive and skew-Hermitian splitting (PSS) iterative method. We prove that when coefficient matrix A and B satisfy certain conditions, the FPPSS iterative method is convergent in the parameter’s value region. The numerical experiment results show that compared with previous iterative method, the FPPSS iterative method is more effective in terms of iteration number IT and runtime.

Keywords: Sylvester equation; Positive and skew-Hermitian iterative method; FPPSS iterative method (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2019
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