A modified gradient based algorithm for solving Sylvester equations (Q426622): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.11.055 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2121863229 / rank | |||
Revision as of 16:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified gradient based algorithm for solving Sylvester equations |
scientific article |
Statements
A modified gradient based algorithm for solving Sylvester equations (English)
0 references
11 June 2012
0 references
\textit{Ding} and \textit{Chen} proposed a gradient based algorithm (GI algorithm) to solve the Sylvester equation \(AX+XB=C\) [IEEE Trans. Auto. Control 50, 1216--1221 (2005)]. The convergence rate of this algorithm is slow and stagnation will happen for an ill-conditioned problem. In the present paper, a modified GI algorithm is presented. The basic idea is that the information generated in the first half-iterative step is fully exploited to construct an approximate solution in the second half-iterative step. The optimal convergence factor is explicitly presented. Numerical results show that the modified GI algorithm is efficient and robust.
0 references
Sylvester equation
0 references
gradient based method
0 references
convergence factor
0 references
algorithm
0 references
ill-conditioned problem
0 references
numerical results
0 references
