4.7 Article

A note on Solving the general Sylvester discrete-time periodic matrix equations via the gradient based iterative method

Journal

APPLIED MATHEMATICS LETTERS
Volume 119, Issue -, Pages -

Publisher

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.aml.2021.107149

Keywords

Sylvester matrix equations; Gradient algorithm; Iterative method

Funding

  1. Natural Science Foundation of Guangdong Province [2018A030313505]
  2. Programme of Science and Technology of Guangzhou [202002030448]

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In this note, the authors point out the insufficient value range of the iterative factor delta in a previous study and rederive the proof process to obtain the correct range. By introducing a new scaling method, the value range of delta is significantly increased.
In this note, we point out that the value range of iterative factor delta in Hajarian (2016) is not enough to guarantee the convergence result. We have rederived the proof process and got the correct value range of iterative factor delta. A new scaling is given and then the value range of delta is greatly increased. (C) 2021 Elsevier Ltd All rights reserved.

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