Iterative Solutions to Sylvester Matrix Equations

doi:10.12068/j.issn.1005-3026.2017.06.029

Abstract

Abstract: The gradient-based iterative solutions to Sylvester matrix equations are given. By introducing a relaxation parameter and applying the hierarchical identification principle， an iterative algorithm is constructed to solve Sylvester matrix equations. Convergence analysis indicates that the iterative solutions converge with the exact solutions to any initial value under certain assumptions. Numerical examples are given to testify the efficiency of the proposed method.

Key words: Sylvester matrix equation, iterative solution, gradient, convergence, relaxation parameter

CLC Number:

O241
TP301.6

SHAO Xin-hui， PENG Cheng. Iterative Solutions to Sylvester Matrix Equations[J]. Journal of Northeastern University:Natural Science, 2017, 38(6): 909-912.

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