A new generalization of the Hermitian and skew-Hermitian splitting method for solving the continuous Sylvester equation

Abstract

The two-parameter generalized Hermitian and skew-Hermitian splitting (TGHSS) iteration method is applied to solve the continuous Sylvester equation [Formula: see text], where [Formula: see text], [Formula: see text] and [Formula: see text]. The matrix-vector form of the equation is considered to present convergence properties of the TGHSS method. Some numerical examples are given to show the effectiveness and accuracy of the method. Comparison with other methods is also included.