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Juan Zhang,Huihui Kang 제어·로봇·시스템학회 2021 International Journal of Control, Automation, and Vol.19 No.1
In this paper, we propose the generalized modified Hermitian and skew-Hermitian splitting (GMHSS)approach for computing the generalized Lyapunov equation. The GMHSS iteration is convergent to the uniquesolution of the generalized Lyapunov equation. Moreover, we discuss the convergence analysis of the GMHSSalgorithm. Further, the inexact version of the GMHSS (IGMHSS) method is formulated to improve the GMHSSmethod. Finally, some numerical experiments are carried out to demonstrate the effectiveness and competitivenessof the derived methods