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A generalized modified Hermitian and skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation

Author

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  • Dehghan, Mehdi
  • Shirilord, Akbar

Abstract

In this study, based on the MHSS (Modified Hermitian and skew-Hermitian splitting) method, we will present a generalized MHSS approach for solving large sparse Sylvester equation with non-Hermitian and complex symmetric positive definite/semi-definite matrices. The new method (GMHSS) is a four-parameter iteration procedure where the iterative sequence is unconditionally convergent to the unique solution of the Sylvester equation. Then to improve the GMHSS method, the inexact version of the GMHSS iterative method (IGMHSS) will be described and will be analyzed. Also, by using a new idea, we try to minimize the upper bound of the spectral radius of iteration matrix. Two test problems are given to illustrate the efficiency of the new approach.

Suggested Citation

  • Dehghan, Mehdi & Shirilord, Akbar, 2019. "A generalized modified Hermitian and skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation," Applied Mathematics and Computation, Elsevier, vol. 348(C), pages 632-651.
    • Handle: RePEc:eee:apmaco:v:348:y:2019:i:c:p:632-651
    DOI: 10.1016/j.amc.2018.11.064
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    References listed on IDEAS

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    1. Zhou, Rong & Wang, Xiang & Tang, Xiao-Bin, 2015. "A generalization of the Hermitian and skew-Hermitian splitting iteration method for solving Sylvester equations," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 609-617.
    2. Zhou, Duanmei & Chen, Guoliang & Cai, Qingyou, 2015. "On modified HSS iteration methods for continuous Sylvester equations," Applied Mathematics and Computation, Elsevier, vol. 263(C), pages 84-93.
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    Cited by:

    1. Kai Jiang & Jianghao Su & Juan Zhang, 2022. "A Data-Driven Parameter Prediction Method for HSS-Type Methods," Mathematics, MDPI, vol. 10(20), pages 1-24, October.
    2. Devi, Vinita & Maurya, Rahul Kumar & Singh, Somveer & Singh, Vineet Kumar, 2020. "Lagrange’s operational approach for the approximate solution of two-dimensional hyperbolic telegraph equation subject to Dirichlet boundary conditions," Applied Mathematics and Computation, Elsevier, vol. 367(C).
    3. Fu, Chunhong & Chen, Jiajia & Xu, Qingxiang, 2021. "Upper bounds and lower bounds for the Frobenius norm of the solution to certain structured Sylvester equation," Applied Mathematics and Computation, Elsevier, vol. 399(C).

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