By combining the hierarchical identification principle with HSS splitting, we presented the HSS splitting hierarchical identification algorithm for solving the Sylvester matrix equation in this paper. To enhance the convergence rate of the algorithm, the momentum item was introduced in the iteration. We conducted an in-depth analysis of the sufficient conditions that ensured the convergence properties of the proposed algorithms. Additionally, the optimal parameters involved in the algorithms were computed exactly in each iteration by the minimum residual technique for specific cases. Thus, the adaptive forms of the corresponding algorithms were obtained. Finally, several numerical examples were implemented to demonstrate the superiority and effectiveness of the designed algorithms in this paper.
Citation: Huiling Wang, Zhaolu Tian, Yufeng Nie. The HSS splitting hierarchical identification algorithms for solving the Sylvester matrix equation[J]. AIMS Mathematics, 2025, 10(6): 13476-13497. doi: 10.3934/math.2025605
By combining the hierarchical identification principle with HSS splitting, we presented the HSS splitting hierarchical identification algorithm for solving the Sylvester matrix equation in this paper. To enhance the convergence rate of the algorithm, the momentum item was introduced in the iteration. We conducted an in-depth analysis of the sufficient conditions that ensured the convergence properties of the proposed algorithms. Additionally, the optimal parameters involved in the algorithms were computed exactly in each iteration by the minimum residual technique for specific cases. Thus, the adaptive forms of the corresponding algorithms were obtained. Finally, several numerical examples were implemented to demonstrate the superiority and effectiveness of the designed algorithms in this paper.
| [1] |
Z. Z. Bai, G. H. Golub, M. K. Ng, Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems, SIAM J. Matrix Anal. Appl., 24 (2003), 603–626. http://dx.doi.org/10.1137/S0895479801395458 doi: 10.1137/S0895479801395458
|
| [2] |
Z. Z. Bai, On hermitian and skew-hermitian splitting iteration methods for continuous sylvester equations, J. Comput. Math., 29 (2011), 185–198. http://dx.doi.org/10.4208/jcm.1009-m3152 doi: 10.4208/jcm.1009-m3152
|
| [3] |
R. H. Bartels, G. W. Stewart, Solution of the matrix equation $AX + XB = C$, Comm. ACM., 15 (1972), 820–826. http://dx.doi.org/10.1145/361573.361582 doi: 10.1145/361573.361582
|
| [4] |
A. Bhaya, E. Kaszkurewicz, Steepest descent with momentum for quadratic functions is a version of the conjugate gradient method, Neural Networks, 17 (2004), 65–71. http://dx.doi.org/10.1016/S0893-6080(03)00170-9 doi: 10.1016/S0893-6080(03)00170-9
|
| [5] |
D. Calvetti, L. Reichel, Application of ADI iterative methods to the restoration of noisy images, SIAM J. Matrix Anal. Appl., 17 (1996), 165–186. http://dx.doi.org/10.1137/S0895479894273687 doi: 10.1137/S0895479894273687
|
| [6] |
F. Ding, T. W. Chen, Gradient based iterative algorithms for solving a class of matrix equations, IEEE T. Automat. Contr., 50 (2005), 1216–1221. http://dx.doi.org/10.1109/TAC.2005.852558 doi: 10.1109/TAC.2005.852558
|
| [7] |
G. M. Flagg, S. Gugercin, On the ADI method for the Sylvester equation and the optimal $H_2$ points, Appl. Numer. Math., 64 (2013), 50–58. http://dx.doi.org/10.1016/j.apnum.2012.10.001 doi: 10.1016/j.apnum.2012.10.001
|
| [8] |
B. H. Huang, W. Li, A modified SOR-like method for absolute value equations associated with second order cones, J. Comput. Appl. Math., 400 (2022), 113745. http://dx.doi.org/10.1016/j.cam.2021.113745 doi: 10.1016/j.cam.2021.113745
|
| [9] |
M. D. Ilic, New approaches to voltage monitoring and control, IEEE Control. Syst. Mag., 9 (1989), 5–11. http://dx.doi.org/10.1109/37.16743 doi: 10.1109/37.16743
|
| [10] |
F. L. Lewis, V. G. Mertzios, G. Vachtsevanos, M. A. Christodoulou, Analysis of bilinear systems using Walsh functions, IEEE Trans. Automat. Control., 35 (1990), 119–123. http://dx.doi.org/10.1109/9.45160 doi: 10.1109/9.45160
|
| [11] |
X. Li, H. F. Huo, A. L. Yang, Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations, Comput. Math. Appl., 75 (2018), 1095–1106. http://dx.doi.org/10.1016/j.camwa.2017.10.028 doi: 10.1016/j.camwa.2017.10.028
|
| [12] |
J. Meng, X. M. Gu, W. H. Luo, L. Fang, A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations, J. Math., 2021 (2021), 5589582. http://dx.doi.org/10.1155/2021/5589582 doi: 10.1155/2021/5589582
|
| [13] |
Q. Niu, X. Wang, L. Z. Lu, A relaxed gradient based algorithm for solving Sylvester equations, Asian J. Control., 13 (2011), 461–464. http://dx.doi.org/10.1002/asjc.328 doi: 10.1002/asjc.328
|
| [14] |
R. A. Smith, Matrix equation $XA + BX = C^*$, SIAM J. Appl. Math., 16 (1968), 198–201. http://dx.doi.org/10.1137/0116017 doi: 10.1137/0116017
|
| [15] |
A. Tajaddini, F. Saberi-Movahed, X. M. Gu, M. Heyouni, On applying deflation and flexible preconditioning to the adaptive Simpler GMRES method for Sylvester tensor equations, J. Franklin Inst., 361 (2024), 107268. http://dx.doi.org/10.1016/j.jfranklin.2024.107268 doi: 10.1016/j.jfranklin.2024.107268
|
| [16] |
Z. L. Tian, T. Y. Xu, An SOR-type algorithm based on IO iteration for solving coupled discrete Markovian jump Lyapunov equations, Filomat., 35 (2021), 3781–3799. http://dx.doi.org/10.2298/FIL2111781T doi: 10.2298/FIL2111781T
|
| [17] |
Z. L. Tian, Y. D. Wang, Y. H. Dong, X. F. Duan, The shifted inner-outer iteration methods for solving Sylvester matrix equations, J. Frankl. Inst., 361 (2024), 106674. http://dx.doi.org/10.1016/j.jfranklin.2024.106674 doi: 10.1016/j.jfranklin.2024.106674
|
| [18] |
X. Wang, W. W. Li, L. Z. Mao, On positive-definite and skew-Hermitian splitting iteration methods for continuous Sylvester equation $AX + XB = C$, Comput. Math. Appl., 66 (2013), 2352–2361. http://dx.doi.org/10.1016/j.camwa.2013.09.011 doi: 10.1016/j.camwa.2013.09.011
|
| [19] |
H. L. Wang, N. C. Wu, Y. F. Nie, Two accelerated gradient-based iteration methods for solving the Sylvester matrix equation $AX + XB = C$, AIMS Math., 9 (2024), 34734–34752. http://dx.doi.org/10.3934/math.20241654 doi: 10.3934/math.20241654
|
| [20] |
Y. J. Wu, X. Li, J. Y. Yuan, A non-alternating preconditioned HSS iteration method for non-Hermitian positive definite linear systems, Comp. Appl. Math., 36 (2017), 367–381. http://dx.doi.org/10.1007/s40314-015-0231-6 doi: 10.1007/s40314-015-0231-6
|
| [21] |
A. L. Yang, Y. Cao, Y. J. Wu, Minimum residual Hermitian and skew-Hermitian splitting iteration method for non Hermitian positive definite linear systems, BIT., 27 (2019), 372–376. http://dx.doi.org/10.1007/s10543-018-0729-6 doi: 10.1007/s10543-018-0729-6
|
| [22] |
M. K. Zak, A. A. Shahri, A robust Hermitian and Skew-Hermitian based multiplicative splitting iterative method for the continuous Sylvester equation, Mathematics, 13 (2025), 318. http://dx.doi.org/10.3390/math13020318 doi: 10.3390/math13020318
|
| [23] |
R. Zhou, X. Wang, X. B. Tang, Preconditioned positive definite and skew-Hermitian splitting iteration methods for continuous sylvester equations $AX +XB = C$, E. Asian J. Appl. Math., 7 (2017), 55–69. http://dx.doi.org/10.4208/eajam.190716.051116a doi: 10.4208/eajam.190716.051116a
|
| [24] |
Q. Q. Zheng, C. F. Ma, On normal and skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations, J. Comput. Appl. Math., 268 (2014), 145–154. http://dx.doi.org/10.1016/j.cam.2014.02.025 doi: 10.1016/j.cam.2014.02.025
|