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
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;
Conference_Titel :
Control and Automation (ICCA), 2010 8th IEEE International Conference on
Conference_Location :
Xiamen
Print_ISBN :
978-1-4244-5195-1
Electronic_ISBN :
1948-3449
DOI :
10.1109/ICCA.2010.5524423