On Hermitian and skew-Hermitian splitting iteration methods for the linear matrix equation AXB=C

On Hermitian and skew-Hermitian splitting iteration methods for the linear matrix equation AXB=C

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Article ID: iaor20131460
Volume: 65
Issue: 4
Start Page Number: 657
End Page Number: 664
Publication Date: Feb 2013
Journal: Computers and Mathematics with Applications
Authors: , ,
Keywords: matrices
Abstract:

In this paper, a Hermitian and skew‐Hermitian splitting (HSS) iteration method for solving the linear matrix equation A X B = C equ1 is proposed. This method is formed by extending the corresponding HSS iteration method for solving A x = b equ2. The analysis shows that the HSS iteration method will converge under certain assumptions. Moreover, the optimal parameter of this iteration method is presented. Numerical results show that this new method is more efficient and robust than existing methods.

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