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A Preconditioned Iteration Method for Solving Sylvester Equations

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  • Jituan Zhou
  • Ruirui Wang
  • Qiang Niu

Abstract

A preconditioned gradient-based iterative method is derived by judicious selection of two auxil- iary 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.

Suggested Citation

  • Jituan Zhou & Ruirui Wang & Qiang Niu, 2012. "A Preconditioned Iteration Method for Solving Sylvester Equations," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-12, July.
    • Handle: RePEc:hin:jnljam:401059
    DOI: 10.1155/2012/401059
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