The Modified CG Iterative Method for Solving the General Sylvester Matrix Equation *

Abstract In this paper, a modified conjugate gradient (MCG) iterative algorithm is proposed for solving the general Sylvester matrix equation. Some numerical examples are given to compare the accuracy and efficiency of the MCG iterative method with CG method in the literature. The numerical results suggest that the MCG method is efficient, especially for some problems that can’t be solved using CG method.