A new version of successive approximations method for solving Sylvester matrix equations (Q876643)
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English | A new version of successive approximations method for solving Sylvester matrix equations |
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A new version of successive approximations method for solving Sylvester matrix equations (English)
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26 April 2007
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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.
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Sylvester matrix equations
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field of values
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block GMRES-Sylvester method
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successive approximations method
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convergence
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