ON THE NUMERICAL SOLUTION OF GENERALIZED SYLVESTER MATRIX EQUATIONS.

The global FOM and GMRES algorithms are among the effective methods to solve Sylvester matrix equations. In this paper, we study these algorithms in the case that the coefficient matrices are real symmetric (real symmetric positive definite) and extract two CG-type algorithms for solving generalized Sylvester matrix equations. The proposed methods are iterative projection methods onto matrix Krylov subspaces. Numerical examples are presented. [ABSTRACT FROM AUTHOR]