Two Parameter Iteration Methods for Coupled Sylvester Matrix Equations
Changqing Lv, Changfeng Ma · East Asian Journal on Applied Mathematics · 2018
We consider two parameter iteration methods for the coupled Sylvester matrix equations $$AX+YB=E$$ $$CX+YD=F.$$ Having established the convergence of the algorithms, we discuss the choice of optimal parameters. Numerical examples show the efficiency of the methods.