A RELAXED GRADIENT BASED ALGORITHM FOR SOLVING SYLVESTER EQUATIONS

被引：86
|
作者：
Niu, Qiang [1 ]
Wang, Xiang [2 ]
Lu, Lin-Zhang [3 ,4 ]
机构：
[1] Xian Jiaotong Liverpool Univ, MPTC, Suzhou 215123, Peoples R China
[2] Nanchang Univ, Dept Math, Nanchang 330047, Peoples R China
[3] Guizhou Normal Univ, Sch Math & Comp Sci, Guiyang 550001, Peoples R China
[4] Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China
来源：
ASIAN JOURNAL OF CONTROL | 2011年 / 13卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Sylvester equation; iterative method; relaxation parameter; IDENTIFICATION;
D O I：
10.1002/asjc.328
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
By introducing a relaxation parameter, we derive a relaxed gradient based iterative algorithm for solving Sylvester equations. Theoretical analysis shows that the new method converges under certain assumptions. Comparisons are performed with the original algorithm, and results show that the new method exhibits fast convergence behavior with a wide range of relaxation parameters.
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页码：461 / 464
页数：4
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