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Keywords = PHSS iterative method

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13 pages, 241 KB  
Article
PHSS Iterative Method for Solving Generalized Lyapunov Equations
by Shi-Yu Li, Hai-Long Shen and Xin-Hui Shao
Mathematics 2019, 7(1), 38; https://doi.org/10.3390/math7010038 - 3 Jan 2019
Cited by 6 | Viewed by 2774
Abstract
Based on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this [...] Read more.
Based on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this paper have given the corresponding convergence proof. The numerical experiments are carried out to compare the new method with the existing methods, and the improvement effect is obvious. The feasibility and effectiveness of the proposed method are proved from two aspects of theory and calculation. Full article
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