A modified gradient based algorithm for solving Sylvester equations (Q426622): Difference between revisions

\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.