New SOR-like methods for solving the Sylvester equation

Abstract

We present new iterative methods for solving the Sylvester equation belonging to the class of SOR-like methods, based on the SOR (Successive Over-Relaxation) method for solving linear systems. We discuss convergence characteristics of the methods. Numerical experimentation results are included, illustrating the theoretical results and some other noteworthy properties of the Methods.

Keywords

• sylvester equation
• sor-like iterative method
• iterative methods