数学理论与应用
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刘仲云 ∗, 张芳
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Liu Zhongyun∗, Zhang Fang
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摘要:
文献[1]提出了当系数矩阵$A$, $B$都是正定 Toeplitz 矩阵时求解连续Sylvester方程$AX+XB =E$ 的循环反循环分裂迭代 (CSCS迭代)方法. 为了提高这个方法的收敛速度,本文提出外推的CSCS迭代, 讨论其收敛性, 并通过数值实验验证其有效性.
关键词: Sylvester 方程, Toeplitz 矩阵, 循环矩阵, 反循环矩阵, 收敛性
Abstract: In reference [1], a circulant and skew-circulant splitting iterative method (CSCS iteration) for solving the continuous Sylvester equation $AX+XB=E$ is proposed , where the coefficients $A$ and $B$ are both positive definite Toeplitz matrices. In order to improve the convergence speed of this method, we propose an extrapolated CSCS iteration, discuss its convergence and show its effectiveness by numerical experiments.
Key words: Sylvester equation, Toeplitz matrix, Cyclic matrix, Reverse cyclic matrix, Convergence
刘仲云, 张芳.
Liu Zhongyun, Zhang Fang.
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链接本文: https://mta.csu.edu.cn/CN/10.3969/j.issn.1006-8074.2022.02.011
https://mta.csu.edu.cn/CN/Y2022/V42/I2/120
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