PHSS Iterative Method for Solving Generalized Lyapunov Equations

Based on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this paper have given the...

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Main Authors: Shi-Yu Li, Hai-Long Shen, Xin-Hui Shao
Format: Article
Language:English
Published: MDPI AG 2019-01-01
Series:Mathematics
Subjects:
Online Access:http://www.mdpi.com/2227-7390/7/1/38
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author Shi-Yu Li
Hai-Long Shen
Xin-Hui Shao
author_facet Shi-Yu Li
Hai-Long Shen
Xin-Hui Shao
author_sort Shi-Yu Li
collection DOAJ
description Based on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this paper have given the corresponding convergence proof. The numerical experiments are carried out to compare the new method with the existing methods, and the improvement effect is obvious. The feasibility and effectiveness of the proposed method are proved from two aspects of theory and calculation.
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spelling doaj.art-18357f64ae1745a6b5d120e1bf2af26d2022-12-21T19:36:34ZengMDPI AGMathematics2227-73902019-01-01713810.3390/math7010038math7010038PHSS Iterative Method for Solving Generalized Lyapunov EquationsShi-Yu Li0Hai-Long Shen1Xin-Hui Shao2Department of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, ChinaDepartment of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, ChinaDepartment of Mathematics, College of Sciences, Northeastern University, Shenyang 110819, ChinaBased on previous research results, we propose a new preprocessing HSS iteration method (PHSS) for the generalized Lyapunov equation. At the same time, the corresponding inexact PHSS algorithm (IPHSS) is given from the angle of application. All the new methods presented in this paper have given the corresponding convergence proof. The numerical experiments are carried out to compare the new method with the existing methods, and the improvement effect is obvious. The feasibility and effectiveness of the proposed method are proved from two aspects of theory and calculation.http://www.mdpi.com/2227-7390/7/1/38Lyapunov equationHSS iterative methodPHSS iterative method
spellingShingle Shi-Yu Li
Hai-Long Shen
Xin-Hui Shao
PHSS Iterative Method for Solving Generalized Lyapunov Equations
Mathematics
Lyapunov equation
HSS iterative method
PHSS iterative method
title PHSS Iterative Method for Solving Generalized Lyapunov Equations
title_full PHSS Iterative Method for Solving Generalized Lyapunov Equations
title_fullStr PHSS Iterative Method for Solving Generalized Lyapunov Equations
title_full_unstemmed PHSS Iterative Method for Solving Generalized Lyapunov Equations
title_short PHSS Iterative Method for Solving Generalized Lyapunov Equations
title_sort phss iterative method for solving generalized lyapunov equations
topic Lyapunov equation
HSS iterative method
PHSS iterative method
url http://www.mdpi.com/2227-7390/7/1/38
work_keys_str_mv AT shiyuli phssiterativemethodforsolvinggeneralizedlyapunovequations
AT hailongshen phssiterativemethodforsolvinggeneralizedlyapunovequations
AT xinhuishao phssiterativemethodforsolvinggeneralizedlyapunovequations