Preprint Article Version 1 This version is not peer-reviewed

PHSS Iterative Method for Solving Generalized Lyapunov Equations

Version 1 : Received: 19 November 2018 / Approved: 20 November 2018 / Online: 20 November 2018 (06:51:55 CET)

A peer-reviewed article of this Preprint also exists.

Li, S.-Y.; Shen, H.-L.; Shao, X.-H. PHSS Iterative Method for Solving Generalized Lyapunov Equations. Mathematics 2019, 7, 38. Li, S.-Y.; Shen, H.-L.; Shao, X.-H. PHSS Iterative Method for Solving Generalized Lyapunov Equations. Mathematics 2019, 7, 38.

Journal reference: Mathematics 2019, 7, 38
DOI: 10.3390/math7010038

Abstract

Based on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this paper have given the corresponding convergence proof. The numerical experiments are carried out to compare the new method with the existing methods, and the improvement effect is obvious. The feasibility and effectiveness of the proposed method are proved from two aspects of theory and calculation.

Subject Areas

Lyapunov equation; HSS iterative method; PHSS iterative method

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