Modified and accelerated relaxed gradient-based iterative algorithms for the complex conjugate and transpose matrix equations

In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67 , 317–341 2021 ), we develop the modified relaxed gradient-based iterative algorithm for the complex conjugate and transpose Sylvester matrix equation...

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Vydané v:Numerical algorithms Ročník 97; číslo 4; s. 1955 - 2009
Hlavní autori: Huang, Zhengge, Cui, Jingjing
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York Springer US 01.12.2024
Springer Nature B.V
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Abstract In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67 , 317–341 2021 ), we develop the modified relaxed gradient-based iterative algorithm for the complex conjugate and transpose Sylvester matrix equations. Compared with the relaxed gradient-based iterative algorithm, the modified relaxed gradient-based iterative algorithm can make full use of the latest information to compute the next result and lead to a faster convergence rate. Furthermore, in order to reduce the computation cost of each iteration of the relaxed gradient-based iterative algorithm, by replacing the coefficient matrices by their diagonal parts, we construct the accelerated relaxed gradient-based iterative algorithm. By utilizing the properties of the real representation of a complex matrix, matrix norms, and techniques of inequalities, we prove that two proposed iterative algorithms are convergent under proper restrictions. And the quasi-optimal convergence factor of the accelerated relaxed gradient-based iterative algorithm is also derived. Also, some numerical examples are given to show the effectiveness and the superiorities of the proposed algorithms. Lastly, the application in time-varying linear system of the proposed algorithms is presented.
AbstractList In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67, 317–341 2021), we develop the modified relaxed gradient-based iterative algorithm for the complex conjugate and transpose Sylvester matrix equations. Compared with the relaxed gradient-based iterative algorithm, the modified relaxed gradient-based iterative algorithm can make full use of the latest information to compute the next result and lead to a faster convergence rate. Furthermore, in order to reduce the computation cost of each iteration of the relaxed gradient-based iterative algorithm, by replacing the coefficient matrices by their diagonal parts, we construct the accelerated relaxed gradient-based iterative algorithm. By utilizing the properties of the real representation of a complex matrix, matrix norms, and techniques of inequalities, we prove that two proposed iterative algorithms are convergent under proper restrictions. And the quasi-optimal convergence factor of the accelerated relaxed gradient-based iterative algorithm is also derived. Also, some numerical examples are given to show the effectiveness and the superiorities of the proposed algorithms. Lastly, the application in time-varying linear system of the proposed algorithms is presented.
In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67 , 317–341 2021 ), we develop the modified relaxed gradient-based iterative algorithm for the complex conjugate and transpose Sylvester matrix equations. Compared with the relaxed gradient-based iterative algorithm, the modified relaxed gradient-based iterative algorithm can make full use of the latest information to compute the next result and lead to a faster convergence rate. Furthermore, in order to reduce the computation cost of each iteration of the relaxed gradient-based iterative algorithm, by replacing the coefficient matrices by their diagonal parts, we construct the accelerated relaxed gradient-based iterative algorithm. By utilizing the properties of the real representation of a complex matrix, matrix norms, and techniques of inequalities, we prove that two proposed iterative algorithms are convergent under proper restrictions. And the quasi-optimal convergence factor of the accelerated relaxed gradient-based iterative algorithm is also derived. Also, some numerical examples are given to show the effectiveness and the superiorities of the proposed algorithms. Lastly, the application in time-varying linear system of the proposed algorithms is presented.
Author Huang, Zhengge
Cui, Jingjing
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Keywords Modified relaxed gradient-based iterative algorithm
Optimal convergence factor
Complex conjugate and transpose matrix equation
65F10
Real representation
Accelerated relaxed gradient-based iterative algorithm
Convergence
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Snippet In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67 , 317–341...
In this paper, by applying the updated technique to the relaxed gradient-based iterative algorithm proposed by Wang et al. (J. Appl. Math. Comput. 67, 317–341...
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SubjectTerms Algebra
Algorithms
Computational mathematics
Computer Science
Conjugates
Convergence
Iterative algorithms
Iterative methods
Linear systems
Methods
Numeric Computing
Numerical Analysis
Original Paper
System theory
Theory of Computation
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Title Modified and accelerated relaxed gradient-based iterative algorithms for the complex conjugate and transpose matrix equations
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