A Modified GHSS Iteration Method for Continuous Sylvester Equation AX+XB=C

This paper is concerned with the modification of a generalization of the Hermitian and skew-Hermitian splitting iteration method for solving large sparse continuous Sylvester equations. The analysis shows that the MGHSS iteration method converges unconditionally to the unique solution of AX+XB=C. An inexact variant of the GHSS iteration method (IMGHSS) has been presented and the analysis of its convergence property in detail has been discussed. Numerical examples are reported to confirm the efficiency of the proposed methods.