×

Lopsided DSS iteration method for solving complex Sylvester matrix equation. (English) Zbl 1476.65064

Summary: In this study, based on the double-step scale splitting (DSS) iteration method for solving complex Sylvester matrix equation, we propose two corresponding lopsided DSS iteration methods. These new methods, LDSS1 and LDSS2, are proved to be convergent under some suitable conditions. Besides, we try to minimize the spectral radii of the iteration matrices. We compare the new methods to the original methods in terms of the spectral radii of the iteration matrices. In the experiment results, we found that LDSS1 and LDSS2 methods are superior in iteration steps and CPU time when Sylvester equation satisfies some certain conditions.

MSC:

65F45 Numerical methods for matrix equations
15A24 Matrix equations and identities

Software:

Algorithm 432
Full Text: DOI

References:

[1] Anderson, BDO; Agathoklis, P.; Jury, EI; Mansour, M., Stability and the matrix Lyapunov equation for discrete 2-dimensional systems, IEEE Trans Circ Syst, 33, 3, 261-267 (1986) · Zbl 0588.93052 · doi:10.1109/TCS.1986.1085912
[2] Bai, Z-Z, On Hermitian and Skew-Hermitian splitting iteration methods for continuous Sylvester equations, J Comput Math, 29, 2, 185-198 (2011) · Zbl 1249.65090 · doi:10.4208/jcm.1009-m3152
[3] Bai, Z-Z; Ng, MK, Preconditioners for nonsymmetric block Toeplitz-like-plus-diagonal linear systems, Numer Math, 96, 2, 197-220 (2003) · Zbl 1080.65021 · doi:10.1007/s00211-003-0454-0
[4] Bai, Z-Z; Golub, GH; Ng, MK, Hermitian and Skew-Hermitian splitting methods for non-Hermitian positive definite linear systems, SIAM J Matrix Anal Appl, 24, 3, 603-626 (2003) · Zbl 1036.65032 · doi:10.1137/S0895479801395458
[5] Bai, Z-Z; Benzi, M.; Chen, F., Modified HSS iteration methods for a class of complex symmetric linear systems, Computing, 87, 3-4, 93-111 (2010) · Zbl 1210.65074 · doi:10.1007/s00607-010-0077-0
[6] Bai, Z-Z; Benzi, M.; Chen, F., On preconditioned MHSS iteration methods for complex symmetric linear systems, Numer Algorithms, 56, 2, 297-317 (2011) · Zbl 1209.65037 · doi:10.1007/s11075-010-9441-6
[7] Bartels, RH; Stewart, GW, Algorithm 432: solution of the matrix equation \(AX + XB = C\), Commun ACM, 15, 820-826 (1972) · Zbl 1372.65121 · doi:10.1145/361573.361582
[8] Behr, M.; Benner, P.; Heiland, J., Solution formulas for differential Sylvester and Lyapunov equations, Calcolo, 56, 4, 51 (2019) · Zbl 1432.15015 · doi:10.1007/s10092-019-0348-x
[9] Calvetti, D.; Reichel, L., Application of ADI iterative methods to the restoration of noisy images, SIAM J Matrix Anal Appl, 17, 1, 165-186 (1996) · Zbl 0849.65101 · doi:10.1137/S0895479894273687
[10] Dehghan, M.; Hajarian, M., Finite iterative algorithms for the reflexive and anti-reflexive solutions of the matrix equation \(A_1X_1B_1+A_2X_2B_2=C\), Math Comput Model, 49, 9-10, 1937-1959 (2009) · Zbl 1171.15310 · doi:10.1016/j.mcm.2008.12.014
[11] Dehghan, M.; Hajarian, M., On the reflexive and anti-reflexive solutions of the generalized coupled Sylvester matrix equations, Int J Syst Sci, 41, 6, 607-625 (2010) · Zbl 1196.65081 · doi:10.1080/00207720903072357
[12] Dehghan, M.; Shirilord, A., A generalized modified Hermitian and Skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation, Appl Math Comput, 348, 632-651 (2019) · Zbl 1429.65085
[13] Dehghan, M.; Shirilord, A., The double-step scale splitting method for solving complex Sylvester matrix equation, Comput Appl Math, 38, 3, 146 (2019) · Zbl 1463.65089 · doi:10.1007/s40314-019-0921-6
[14] Dehghan, M.; Shirilord, A., Two lopsided TSCSP (LTSCSP) iteration methods for solution of complex symmetric positive definite linear systems, Eng Comput (2020) · doi:10.1007/s00366-020-01126-4
[15] Dehghan, M.; Shirilord, A., Solving complex Sylvester matrix equation by accelerated double-step scale splitting (ADSS) method, Eng Comput, 37, 1, 489-508 (2021) · doi:10.1007/s00366-019-00838-6
[16] Dong, Y-X; Gu, C-Q, On PMHSS iteration methods for continuous Sylvester equations, J Comput Math, 35, 5, 600-619 (2017) · Zbl 1413.65130 · doi:10.4208/jcm.1607-m2016-0613
[17] Golub, GH; Nash, S.; Van Loan, C., A Hessenberg-Schur method for the problem \(AX + XB= C\), IEEE Trans Autom Control, 24, 6, 909-913 (1979) · Zbl 0421.65022 · doi:10.1109/TAC.1979.1102170
[18] Hajarian, M., Extending LSQR methods to solve the generalized Sylvester-transpose and periodic Sylvester matrix equations, Math Method Appl Sci, 37, 13, 2017-2028 (2014) · Zbl 1301.65028 · doi:10.1002/mma.2955
[19] Halanay, A.; Răsvan, V., Applications of lyapunov methods in stability (1993), Dordrecht: Kluwer Academic Publishers, Dordrecht · Zbl 0796.34036 · doi:10.1007/978-94-011-1600-8
[20] Hashemi, B., Sufficient conditions for the solvability of a Sylvester-like absolute value matrix equation, Appl Math Lett, 112, 106818 (2021) · Zbl 1459.15016 · doi:10.1016/j.aml.2020.106818
[21] Hezari, D.; Salkuyeh, DK; Edalatpour, V., A new iterative method for solving a class of complex symmetric system of linear equations, Numer. Algorithms, 73, 4, 927-955 (2016) · Zbl 1361.65016 · doi:10.1007/s11075-016-0123-x
[22] Huang, B-H; Ma, C-F, Finite iterative algorithm for the symmetric periodic least squares solutions of a class of periodic Sylvester matrix equations, Numer Algorithms, 81, 1, 377-406 (2019) · Zbl 07056395 · doi:10.1007/s11075-018-0553-8
[23] Ilic, MD, New approaches to voltage monitoring and control, IEEE Control Syst Mag, 9, 1, 5-11 (1989) · doi:10.1109/37.16743
[24] Ke, Y-F; Ma, C-F, Alternating direction methods for solving a class of Sylvester-like matrix equations \((AXB, CXD)=(G, H)\), Linear Multilinear Algebra, 65, 11, 2268-2292 (2017) · Zbl 1387.65032 · doi:10.1080/03081087.2016.1271387
[25] Li, X.; Wu, Y-J; Yang, A-L; Yuan, J-Y, A generalized HSS iteration method for continuous Sylvester equations, J Appl Math, 2014, 578102 (2014) · Zbl 1406.65020
[26] Li, X.; Huo, H-F; Yang, A-L, Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations, Comput Math Appl, 75, 4, 1095-1106 (2018) · Zbl 1409.65027 · doi:10.1016/j.camwa.2017.10.028
[27] Liao, A-P; Bai, Z-Z, Least-squares solutions of the matrix equation \(A^TXA = D\) in bisymmetric matrix set, Math Numer Sinica, 24, 1, 9-20 (2002) · Zbl 1495.65028
[28] Liao, A-P; Bai, Z-Z, Least-squares solution of \(AXB = D\) over symmetric positive semidefinite matrices X, J Comput Math, 21, 2, 175-182 (2003) · Zbl 1029.65042
[29] Liao, A-P; Bai, Z-Z; Lei, Y., Best approximate solution of matrix equation \(AXB + CYD = E\), SIAM J Matrix Anal Appl, 27, 3, 675-688 (2005) · Zbl 1096.15004 · doi:10.1137/040615791
[30] Liao, S.; Liu, J-Y; Xiao, X-C; Fu, D-Y; Wang, G-C; Jin, L., Modified gradient neural networks for solving the time-varying Sylvester equation with adaptive coefficients and elimination of matrix inversion, Neurocomputing, 379, 1-11 (2020) · doi:10.1016/j.neucom.2019.10.080
[31] Miyajima, S., Fast verified computation for the solution of the T-congruence Sylvester equation, Jpn J Ind Appl Math, 35, 2, 541-551 (2018) · Zbl 1434.65047 · doi:10.1007/s13160-018-0307-y
[32] Obinata, G.; Anderson, BDO, Model reduction for control system design (2001), London: Springer, London · Zbl 0964.93003 · doi:10.1007/978-1-4471-0283-0
[33] Oozawa, M.; Sogabe, T.; Miyatake, Y.; Zhang, S-L, On a relationship between the T-congruence Sylvester equation and the Lyapunov equation, J Comput Appl Math, 329, 51-56 (2018) · Zbl 1373.15023 · doi:10.1016/j.cam.2017.05.044
[34] Salkuyeh, DK; Bastani, M., A new generalization of the Hermitian and skew-Hermitian splitting method for solving the continuous Sylvester equation, Trans Inst Meas Control, 40, 1, 303-317 (2018) · doi:10.1177/0142331216656759
[35] Satake, Y.; Oozawa, M.; Sogabe, T.; Miyatake, Y.; Kemmochi, T.; Zhang, S-L, Relation between the T-congruence Sylvester equation and the generalized Sylvester equation, Appl Math Lett, 96, 7-13 (2019) · Zbl 1420.15014 · doi:10.1016/j.aml.2019.04.007
[36] Satake, Y.; Sogabe, T.; Kemmochi, T.; Zhang, S-L, On a transformation of the (*)-congruence Sylvester equation for the least squares optimization, Optim Method Softw, 35, 5, 974-981 (2020) · Zbl 1475.15017 · doi:10.1080/10556788.2020.1734004
[37] Song, C-Q; Feng, J-E, An iterative algorithm to solve the generalized coupled Sylvester-transpose matrix equations, Trans Inst Meas Control, 38, 7, 863-875 (2016) · doi:10.1177/0142331215588808
[38] Terán, FD; Iannazzo, B., Uniqueness of solution of a generalized \(\star \)-Sylvester matrix equation, Linear Alg Appl, 493, 323-335 (2016) · Zbl 1329.15034 · doi:10.1016/j.laa.2015.11.037
[39] Wang, L-M; Li, C-X, New sufficient conditions for the unique solution of a square Sylvester-like absolute value equation, Appl Math Lett, 116, 106966 (2021) · Zbl 1472.15023 · doi:10.1016/j.aml.2020.106966
[40] Wang, X.; Li, W-W; Mao, L-Z, On positive-definite and skew-Hermitian splitting iteration methods for continuous Sylvester equation \(AX+XB=C\), Comput Math Appl, 66, 11, 2352-2361 (2013) · Zbl 1350.65038 · doi:10.1016/j.camwa.2013.09.011
[41] Xiao, L.; Yi, Q.; Zuo, Q-Y; He, Y-J, Improved finite-time zeroing neural networks for time-varying complex Sylvester equation solving, Math Comput Simul, 178, 246-258 (2020) · Zbl 1523.68082 · doi:10.1016/j.matcom.2020.06.014
[42] Zhang, Y-N; Ling, Y-H; Li, S.; Yang, M.; Tan, N., Discrete-time zeroing neural network for solving time-varying Sylvester-transpose matrix inequation via exp-aided conversion, Neurocomputing, 386, 126-135 (2020) · doi:10.1016/j.neucom.2019.12.053
[43] Zheng, Q-Q; Ma, C-F, On normal and Skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations, J Comput Appl Math, 268, 145-154 (2014) · Zbl 1293.65074 · doi:10.1016/j.cam.2014.02.025
[44] Zheng, Z.; Huang, F-L; Peng, Y-C, Double-step scale splitting iteration method for a class of complex symmetric linear systems, Appl Math Lett, 73, 91-97 (2017) · Zbl 1375.65056 · doi:10.1016/j.aml.2017.04.017
[45] Zhou, D-M; Chen, G-L; Cai, Q-Y, On modified HSS iteration methods for continuous Sylvester equations, Appl Math Comput, 263, 84-93 (2015) · Zbl 1410.65130
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.