Arelaxed gradient based al gorithm for solving Sylvester equations

Qiang Niu*, Xiang Wang, Lin Zhang Lu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

85 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)461-464
Number of pages4
JournalAsian Journal of Control
Volume13
Issue number3
DOIs
Publication statusPublished - May 2011

Keywords

  • Iterative method
  • Relaxation parameter
  • Sylvester equation

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