A modified gradient based algorithm for solving Sylvester equations

摘要

In this paper a modified gradient based algorithm for solving Sylvester equations is presented. Different from the gradient based method introduced by Ding and Chen [7] and the relaxed gradient based algorithm proposed by Niu et al. [18], the information generated in the first half-iterative step is fully exploited and used to construct the approximate solution. Theoretical analysis shows that the new method converges under certain assumptions. Numerical results are given to verify the efficiency of the new method.