Jacobi-Gauss-Seidel gradient iterative algorithm
In the note, we propose an improved gradient iterative algorithm for solving the Sylvester matrix equations, which is based on the idea of Gauss-Seidel iterative algorithm. Weprove that the iterative algorithm consistently converges to the true solution for any initial values with some conditions, and illustrate that the rate of convergence of the iterative solution can be enhanced by choosing the convergence factors appropriately. Finally, we test the algorithms and show their effectiveness using a numerical example.
Matriz equations Gauss-Seidel Jacobi iterative gradient iterative
Chuanqing Gu Fuchong Wang
Department of Mathematics, Shanghai University, Shanghai 200444,China
国际会议
The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)
杭州
英文
440-444
2009-07-09（万方平台首次上网日期，不代表论文的发表时间）