A shift-splitting hierarchical identification method for solving Lyapunov matrix equations (Q1002254)

The authors present a hierarchical identification method for solving Lyapunov matrix equations. This method is based on the symmetry and skew-symmetry splitting of the coefficient matrix. More precisely, the authors show that the algorithm consistently converges to the solution for any initial values with some additional conditions. Moreover, the rate of convergence of the algorithm can be enhanced by choosing the convergence factors appropriately. Finally, the authors also show how the algorithm can be extended to study iterative solutions of other matrix equations, such as Sylvester matrix equations. The effectiveness of the algorithms is tested with some numerical examples.