A relaxed gradient based algorithm for solving sylvester equations

Abstract

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