A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation

For solving the continuous Sylvester equation, a class of Hermitian and skew-Hermitian based multiplicative splitting iteration methods is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations, and it can be equivalently w...

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Main Authors: Mohammad Khorsand Zak, Abbas Abbaszadeh Shahri
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematics
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Online Access:https://www.mdpi.com/2227-7390/13/2/318
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author Mohammad Khorsand Zak
Abbas Abbaszadeh Shahri
author_facet Mohammad Khorsand Zak
Abbas Abbaszadeh Shahri
author_sort Mohammad Khorsand Zak
collection DOAJ
description For solving the continuous Sylvester equation, a class of Hermitian and skew-Hermitian based multiplicative splitting iteration methods is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations, and it can be equivalently written as two multiplicative splitting matrix equations. When both coefficient matrices in the continuous Sylvester equation are (non-symmetric) positive semi-definite, and at least one of them is positive definite, we can choose Hermitian and skew-Hermitian (HS) splittings of matrices <i>A</i> and <i>B</i> in the first equation, and the splitting of the Jacobi iterations for matrices <i>A</i> and <i>B</i> in the second equation in the multiplicative splitting iteration method. Convergence conditions of this method are studied in depth, and numerical experiments show the efficiency of this method. Moreover, by numerical computation, we show that multiplicative splitting can be used as a splitting preconditioner and induce accurate, robust and effective preconditioned Krylov subspace iteration methods for solving the continuous Sylvester equation.
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spelling doaj-art-c79ec810a3f24c2589ddc7a24c9725a52025-01-24T13:40:10ZengMDPI AGMathematics2227-73902025-01-0113231810.3390/math13020318A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester EquationMohammad Khorsand Zak0Abbas Abbaszadeh Shahri1Department of Applied Mathematics, Aligudarz Branch, Islamic Azad University, Aligudarz P.O. Box 159, IranFaculty of Engineering and Technology, Bircham International University, P.O. Box 2233 Madrid, SpainFor solving the continuous Sylvester equation, a class of Hermitian and skew-Hermitian based multiplicative splitting iteration methods is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations, and it can be equivalently written as two multiplicative splitting matrix equations. When both coefficient matrices in the continuous Sylvester equation are (non-symmetric) positive semi-definite, and at least one of them is positive definite, we can choose Hermitian and skew-Hermitian (HS) splittings of matrices <i>A</i> and <i>B</i> in the first equation, and the splitting of the Jacobi iterations for matrices <i>A</i> and <i>B</i> in the second equation in the multiplicative splitting iteration method. Convergence conditions of this method are studied in depth, and numerical experiments show the efficiency of this method. Moreover, by numerical computation, we show that multiplicative splitting can be used as a splitting preconditioner and induce accurate, robust and effective preconditioned Krylov subspace iteration methods for solving the continuous Sylvester equation.https://www.mdpi.com/2227-7390/13/2/318Sylvester equationmatrix equationmultiplicative splittingHermitian and skew-Hermitian splittingiterative methods
spellingShingle Mohammad Khorsand Zak
Abbas Abbaszadeh Shahri
A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
Mathematics
Sylvester equation
matrix equation
multiplicative splitting
Hermitian and skew-Hermitian splitting
iterative methods
title A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
title_full A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
title_fullStr A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
title_full_unstemmed A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
title_short A Robust Hermitian and Skew-Hermitian Based Multiplicative Splitting Iterative Method for the Continuous Sylvester Equation
title_sort robust hermitian and skew hermitian based multiplicative splitting iterative method for the continuous sylvester equation
topic Sylvester equation
matrix equation
multiplicative splitting
Hermitian and skew-Hermitian splitting
iterative methods
url https://www.mdpi.com/2227-7390/13/2/318
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