Premium
A relaxed gradient based algorithm for solving sylvester equations
Author(s) -
Niu Qiang,
Wang Xiang,
Lu LinZhang
Publication year - 2011
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.328
Subject(s) - relaxation (psychology) , range (aeronautics) , convergence (economics) , sylvester matrix , algorithm , iterative method , computer science , mathematics , gradient method , mathematical optimization , mathematical analysis , engineering , psychology , social psychology , matrix polynomial , polynomial matrix , aerospace engineering , polynomial , economics , economic growth
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. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society