Abstract

In this paper, we propose two iterative algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of the Sylvester matrix equation A X + X B = C , respectively. We prove that the first (second) algorithm converges to the Hermitian reflexive (skew-Hermitian) solution for any initial Hermitian reflexive (skew-Hermitian) matrix. Finally, two numerical examples illustrate the theoretical results.

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