The matrix iterative methods for solving a class of generalized coupled Sylvester-conjugate linear matrix equations

The conjugate gradients-squared (CGS) method (Sonneveld, 1989) has been considered as an efficient variant of the bi-conjugate gradient (BCG) method. In Vorst (1992), a more smoothly converging variant of the BCG method which keeps the attractive convergence rate of the CGS method was investigated f...

Full description

Saved in:
Bibliographic Details
Published inApplied mathematical modelling Vol. 39; no. 16; pp. 4895 - 4908
Main Authors Xie, Ya-Jun, Ma, Chang-Feng
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.08.2015
Subjects
Convergence analysis
Generalized coupled Sylvester-conjugate matrix equation
Matrix iterative method
Numerical experiments
Matrix iterative method
Numerical experiments
Generalized coupled Sylvester-conjugate matrix equation
Convergence analysis
Online AccessGet full text

Cover

More Information
Summary:The conjugate gradients-squared (CGS) method (Sonneveld, 1989) has been considered as an efficient variant of the bi-conjugate gradient (BCG) method. In Vorst (1992), a more smoothly converging variant of the BCG method which keeps the attractive convergence rate of the CGS method was investigated for the solution of certain classes of nonsymmetric linear systems, so-called bi-conjugate gradient stabilized (Bi-CGSTAB) method. In this paper, we will combine these interesting methods for solving the generalized coupled Sylvester-conjugate matrix equations A1XB1+C1Y‾D1=E,A2X‾B2+C2YD2=F after performing suitable transformation by the properties of Kronecker product and vec operator. Some numerical experiments demonstrate that the introduced iterative methods are more efficient than the existing methods.
ISSN:0307-904X
DOI:10.1016/j.apm.2015.04.011