The aor method for AX - XB = C

Abstract

In this paper we present the block Accelerated Overrelaxation iterative method (AOR) to approximate the solution of the matrix equation AX - XB - C. An analytic determination of good values of the involved real parameters of this iterative method is presented in terms of certain bounds on the eigenvalues of the iteration matrix.

Keywords:

• Linear systems
• Lyapunov equation
• Accelerated Overrelaxation method (AOR)

Subject Classification:

• AMS(M0S): 65F10

^∗Dept. Mathematics, University of Coimbra, Coimbra Portugal

^∗Dept. Mathematics, University of Coimbra, Coimbra Portugal

Notes

^∗Dept. Mathematics, University of Coimbra, Coimbra Portugal