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

Abstract

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.