Gradient Iterative Method with Optimal Convergent Factor for Solving a Generalized Sylvester Matrix Equation with Applications to Diffusion Equations

Autor: Nunthakarn Boonruangkan, Pattrawut Chansangiam
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Symmetry, Vol 12, Iss 10, p 1732 (2020)
Druh dokumentu: article
ISSN: 2073-8994
DOI: 10.3390/sym12101732
Popis: We introduce a gradient iterative scheme with an optimal convergent factor for solving a generalized Sylvester matrix equation ∑i=1pAiXBi=F, where Ai,Bi and F are conformable rectangular matrices. The iterative scheme is derived from the gradients of the squared norm-errors of the associated subsystems for the equation. The convergence analysis reveals that the sequence of approximated solutions converge to the exact solution for any initial value if and only if the convergent factor is chosen properly in terms of the spectral radius of the associated iteration matrix. We also discuss the convergent rate and error estimations. Moreover, we determine the fastest convergent factor so that the associated iteration matrix has the smallest spectral radius. Furthermore, we provide numerical examples to illustrate the capability and efficiency of this method. Finally, we apply the proposed scheme to discretized equations for boundary value problems involving convection and diffusion.
Databáze: Directory of Open Access Journals