scholarly journals On preconditioned normal and skew-Hermitian splitting iteration method for continuous Sylvester equations AX + XB = C*

Filomat ◽  
2018 ◽  
Vol 32 (6) ◽  
pp. 2207-2217
Author(s):  
Xue-Qing Liang ◽  
Xiang Wang ◽  
Xiao-Bin Tang ◽  
Xiao-Yong Xiao

In this paper, we present a preconditioned normal and skew-Hermitian splitting (PNSS) iteration method for continuous Sylvester equations AX + XB = C with positive definite/semi-definite matrices. Theoretical analysis shows that the PNSS methods will converge unconditionally to the exact solution of the continuous Sylvester equations. An inexact variant of the PNSS iteration method(IPNSS) and the analysis of its convergence property in detail have been established. Numerical experiments further show that this new method is more efficient and robust than the existing ones.

Filomat ◽  
2020 ◽  
Vol 34 (7) ◽  
pp. 2171-2184
Author(s):  
Lu Jia ◽  
Xiang Wang ◽  
Xuan-Sheng Wang

The modulus-based matrix splitting iteration has received substantial attention as a momentous tool for complementarity problems. For the purpose of solving the horizontal linear complementarity problem, we introduce the two-step modulus-based matrix splitting iteration method. We also show the theoretical analysis of the convergence. Numerical experiments illustrate the effectiveness of the proposed approach.


2017 ◽  
Vol 7 (1) ◽  
pp. 55-69 ◽  
Author(s):  
Rong Zhou ◽  
Xiang Wang ◽  
Xiao-Bin Tang

AbstractIn this paper, we present a preconditioned positive-definite and skew-Hermitian splitting (PPSS) iteration method for continuous Sylvester equations AX + XB = C with positive definite/semi-definite matrices. The analysis shows that the PPSS iteration method will converge under certain assumptions. An inexact variant of the PPSS iteration method (IPPSS) has been presented and the analysis of its convergence property in detail has been discussed. Numerical results show that this new method is more efficient and robust than the existing ones.


2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Qinghua Wu ◽  
Meiying Xiang

A simpler GMRES method for computing oscillatory integral is presented. Theoretical analysis shows that this method is mathematically equivalent to the GMRES method proposed by Olver (2009). Moreover, the simpler GMRES does not require upper Hessenberg matrix factorization, which leads to much simpler program and requires less work. Numerical experiments are conducted to illustrate the performance of the new method and show that in some cases the simpler GMRES method could achieve higher accuracy than GMRES.


Author(s):  
Bing Cheng ◽  
Guangbin Wang ◽  
Fuping Tan

In this paper, we construct two-step tensor splitting iteration method for multi-linear systems. Moreover, we present convergence analysis of this method. Finally, we give two numerical examples to show that this new method is more ecient than the existing methods.


2017 ◽  
Vol 7 (1) ◽  
pp. 172-191 ◽  
Author(s):  
Quan-Yu Dou ◽  
Jun-Feng Yin ◽  
Ze-Yu Liao

AbstractBased on the shift-splitting technique and the idea of Hermitian and skew-Hermitian splitting, a fast shift-splitting iteration method is proposed for solving nonsingular and singular nonsymmetric saddle point problems in this paper. Convergence and semi-convergence of the proposed iteration method for nonsingular and singular cases are carefully studied, respectively. Numerical experiments are implemented to demonstrate the feasibility and effectiveness of the proposed method.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Zhigang Jia ◽  
Meixiang Zhao ◽  
Minghui Wang ◽  
Sitao Ling

The solvability theory of an important self-adjoint polynomial matrix equation is presented, including the boundary of its Hermitian positive definite (HPD) solution and some sufficient conditions under which the (unique or maximal) HPD solution exists. The algebraic perturbation analysis is also given with respect to the perturbation of coefficient matrices. An efficient general iterative algorithm for the maximal or unique HPD solution is designed and tested by numerical experiments.


Author(s):  
Ingrid Daubechies ◽  
Yi (Grace) Wang ◽  
Hau-tieng Wu

A new method is proposed to determine the time–frequency content of time-dependent signals consisting of multiple oscillatory components, with time-varying amplitudes and instantaneous frequencies. Numerical experiments as well as a theoretical analysis are presented to assess its effectiveness.


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