A Preconditioned Iteration Method for Solving Sylvester Equations

Abstract EN

A preconditioned gradient-based iterative method is derived by judicious selection of two auxil- iary matrices.

The strategy is based on the Newton’s iteration method and can be regarded as ageneralization of the splitting iterative method for system of linear equations.

We analyze the convergence of the method and illustrate that the approach is able to considerably accelerate the convergence of the gradient-based iterative method.