Global conjugate gradient method for solving large general Sylvester matrix equation

Document Type : Research Article

Author

Abstract

In this paper, an iterative method is proposed for solving large general Sylvester matrix equation AXB+CXD=E, where ARn×nCRn×nBRs×s and  DRs×s are given matrices and XRs×s  is the unknown matrix. We present a global conjugate gradient (GL-CG) algo- rithm for solving linear system of equations with multiple right-hand sides. By defining a linear matrix operator and imposing some conditions on this operator, we demonstrate how to employ the GL-CG algorithm for solving large general Sylvester matrix equation. Finally, some numerical experi- ments are given to illustrate the efficiency of the method.