A preconditioned iteration method for solving Sylvester equations (Q1760676)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A preconditioned iteration method for solving Sylvester equations |
scientific article |
Statements
A preconditioned iteration method for solving Sylvester equations (English)
0 references
15 November 2012
0 references
Summary: A preconditioned gradient-based iterative method is derived by judicious selection of two auxiliary matrices. The strategy is based on the Newton's iteration method and can be regarded as a generalization of the splitting iterative method for system of linear equations. We analyze the convergence of the method and illustrate that the approach is able to considerably accelerate the convergence of the gradient-based iterative method.
0 references
preconditioned gradient-based iterative method
0 references
Newton's iteration method
0 references
splitting iterative method
0 references