数学理论与应用

• • 上一篇    

大型连续 Sylvester 方程外推的 CSCS 迭代

刘仲云, 张芳
  

  1. 长沙理工大学数学与统计学院,长沙,410114
  • 出版日期:2022-06-28
  • 通讯作者: 刘仲云 (1964−),教授,博士,从事数值代数研究 E−mail: liuzhongyun@263.ne
  • 基金资助:
    国家自然科学基金资助项目 (11371075)

Extrapolated CSCS Iterations of Large Continuous Sylvester Equations

Liu Zhongyun, Zhang Fang
  

  1. School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha
    410114,China
  • Online:2022-06-28

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:

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