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Preconditioned MHSS iterative algorithm and its accelerated method for solving complex Sylvester matrix equations (2012.02443v2)

Published 4 Dec 2020 in math.NA and cs.NA

Abstract: This paper introduces and analyzes a preconditioned modified of the Hermitian and skew-Hermitian splitting (PMHSS). The large sparse continuous Sylvester equations are solved by PMHSS iterative algorithm based on nonHermitian, complex, positive definite/semidefinite, and symmetric matrices. We prove that the PMHSS is converged under suitable conditions. In addition, we propose an accelerated PMHSS method consisting of two preconditioned matrices and two iteration parameters {\alpha}, \b{eta}. Theoretical analysis showed that the convergence speed of the accelerated PMHSS is faster compared to the PMHSS. Also, the robustness and efficiency of the proposed two iterative algorithms were demonstrated in numerical experiments.

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