A class of multiplicative splitting iterations for solving the continuous Sylvester equation

arXiv2005.08123MaRDI QIDQ6340852FDOQ6340852

Authors: Yu Huang, Mohammad Khorsand Zak, Emran Tohidi 

Publication date: 16 May 2020

Abstract: For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations and it can be equivalently written as two multiplicative splitting matrix equations. When both coefficient matrices in the continuous Sylvester equation are (non-symmetric) positive semi-definite, and at least one of them is positive definite; we can choose Hermitian and skew-Hermitian (HS) splittings of matrices $A$ and $B$, in the first equation, and the splitting of the Jacobi iterations for matrices $A$ and $B$, in the second equation in the multiplicative splitting iteration method. Convergence conditions of this method are studied and numerical experiments show the efficiency of this method.

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