M-矩阵Sylvester方程的一类交替方向迭代法
A class of alternating direction iterative method for M-matrix Sylvester equations
关晋瑞 1任孚鲛1
作者信息
- 1. 太原师范学院数学与统计学院,山西晋中 030619
- 折叠
摘要
Sylvester方程广泛出现在科学计算和工程应用的许多领域中,本文研究了 M-矩阵Sylvester方程的数值解法.基于M-矩阵的性质和交替方向迭代的思想,提出了一类交替方向迭代法以求解M-矩阵Sylvester方程,并给出了新方法的收敛性分析.数值实验表明,新方法是可行的,而且在一定条件下也是较为有效的.
Abstract
Sylvester equation is widely used in many fields of scientific computing and engineering applications.In this paper,numerical methods for solving M-matrix Sylvester equation are discussed.Based on the properties of M-matrix and the idea of alternating direction iteration,a class of alternating direction iterative method is proposed to solve the M-matrix Sylvester equation,and the convergence analysis of the new method is given.Numerical experiments show that the new method is feasible and is effective under certain conditions.
关键词
Sylvester方程/M-矩阵/不动点迭代法/交替方向迭代法Key words
Sylvester equation/M-matrix/FPI method/ADI method引用本文复制引用
基金项目
国家自然科学基金(12001395)
山西省自然科学基金(201901D211423)
出版年
2024