Improved SOR iterative method for coupled Lyapunov matrix equations

Autor:	Liqing Bai, Shijun Zhang, Shiheng Wang, Ke Wang
Rok vydání:	2021
Předmět:	Markovian jump linear systems Rate of convergence Iterative method General Mathematics Improved algorithm Applied mathematics Positive-definite matrix Lyapunov matrix Mathematics
Zdroj:	Afrika Matematika. 32:1457-1463
ISSN:	2190-7668 1012-9405
DOI:	10.1007/s13370-021-00911-8
Popis:	An improved successive over-relaxation iterative method is proposed for coupled Lyapunov matrix equations (CLMEs) from continuous-time Markovian jump linear systems. The improved algorithm accelerates the convergence rate and converges to the unique positive definite solution of a CLME. The illustrative examples show that the method is effective and more efficient.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8377754ef43c0dab3204f6bc24935840 https://doi.org/10.1007/s13370-021-00911-8 Zobrazit plný text záznamu Full text from SpringerLink