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首页> 外文期刊>Journal of applied mathematics >A Generalized HSS Iteration Method for Continuous Sylvester Equations
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A Generalized HSS Iteration Method for Continuous Sylvester Equations

机译:连续Sylvester方程的广义HSS迭代法。

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Based on the Hermitian and skew-Hermitian splitting (HSS) iteration technique, we establish a generalized HSS (GHSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semidefinite matrices. The GHSS method is essentially a four-parameter iteration which not only covers the standard HSS iteration but also enables us to optimize the iterative process. An exact parameter region of convergence for the method is strictly proved and a minimum value for the upper bound of the iterative spectrum is derived. Moreover, to reduce the computational cost, we establish an inexact variant of the GHSS (IGHSS) iteration method whose convergence property is discussed. Numerical experiments illustrate the efficiency and robustness of the GHSS iteration method and its inexact variant.
机译:基于Hermitian和Skew-Hermitian分裂(HSS)迭代技术,我们建立了一种通用的HSS(GHSS)迭代方法,用于求解具有非Hermitian和正定/半定矩阵的大型稀疏连续Sylvester方程。 GHSS方法本质上是一个四参数迭代,它不仅涵盖了标准HSS迭代,而且使我们能够优化迭代过程。严格证明了该方法的一个精确的参数收敛区域,并得出了迭代谱上限的最小值。此外,为了降低计算成本,我们建立了GHSS(IGHSS)迭代方法的不精确变体,并讨论了其收敛特性。数值实验说明了GHSS迭代方法及其不精确变体的效率和鲁棒性。

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