A new version of successive approximations method for solving Sylvester matrix equations (Q876643): Difference between revisions

The authors present a new version of the successive approximations algorithm for solving the Sylvester equation \(AX-XB=C\). The new method uses in each iteration the block GMRES-Sylvester algorithm for solving the new Sylvester equation with the new coefficient matrices. The convergence of the algorithm is proved for the case when \(A\) and \(B\) are symmetric negative and positive definite matrices, respectively.