Minimal residual Hermitian and skew-Hermitian splitting iteration method for the continuous Sylvester equation

Abstract: By applying the minimal residual technique to the Hermitian and skew-Hermitian (HSS) iteration scheme, we introduce a non-stationary iteration method named minimal residual Hermitian and skew-Hermitian (MRHSS) iteration method to solve the continuous Sylvester equation. Numerical results verify the effectiveness and robustness of the MRHSS iteration method versus the HSS method for the continuous Sylvester equation. Moreover, by numerical computation, we show that the MRHSS splitting can be used as a splitting preconditioner and induce accurate, robust and effective preconditioned Krylov subspace iteration methods for solving the continuous Sylvester equation.