DocumentCode
3221833
Title
Performance analysis of iterative algorithms for sylvester equations
Author
Schmid, Robert ; Tan, Ying
Author_Institution
Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Parkville, VIC, Australia
fYear
2010
fDate
9-11 June 2010
Firstpage
1848
Lastpage
1852
Abstract
We consider the convergence performance of the iterative algorithms proposed by Ding and Chen for the solution of coupled matrix equations. A stiffness property is given to describe equations where these algorithms converge only very slowly, and a stochastic analysis shows that very slow convergence is a generic feature of these algorithms. Lastly we consider the recently introduced modifications to these algorithms proposed by Zhou et al and discuss their potential to improve the convergence speed for such stiff equations.
Keywords
iterative methods; linear matrix inequalities; matrix algebra; stochastic processes; Sylvester equations; convergence speed; coupled matrix equations; iterative algorithms; stochastic analysis; Algorithm design and analysis; Automatic control; Automation; Convergence; Equations; Iterative algorithms; Iterative methods; Performance analysis; Stochastic systems; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Automation (ICCA), 2010 8th IEEE International Conference on
Conference_Location
Xiamen
ISSN
1948-3449
Print_ISBN
978-1-4244-5195-1
Electronic_ISBN
1948-3449
Type
conf
DOI
10.1109/ICCA.2010.5524423
Filename
5524423
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