An iterative scheme for a class of generalized Sylvester matrix equations

Document Type : Original Article

Authors

1 Department of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Iran

2 Faculty of Basic Sciences, Shahid Sattari Aeronautical University of Sciences and Technology, South Mehrabad, Tehran, Iran

Abstract

In this study based on the accelerated over relaxation (AOR) method we make an iterative scheme for solving generalized Lyapunov matrix equation
$$ {A}{X}+{X}{B}+\sum_{j=1}^{m}{N}_j{X}{M}_j={C},$$
over complex or real matrices. Then we analyze the convergence of the new iterative method in detail. There have been discussions for the calculation of optimal parameters. Finally a numerical example is given to demonstrate the capability of the new method.

Keywords

Main Subjects

References

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AUT Journal of Mathematics and Computing
Volume 5, Issue 3
July 2024
Pages 195-215

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