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An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations

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  • Huang, Baohua
  • Ma, Changfeng

Abstract

The iterative algorithm of a class of generalized coupled Sylvester-transpose matrix equations is presented. We prove that if the system is consistent, a solution can be obtained within finite iterative steps in the absence of round-off errors for any initial matrices; if the system is inconsistent, the least squares solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm least squares solution of the problem. Finally, numerical examples are presented to demonstrate that the algorithm is efficient.

Suggested Citation

  • Huang, Baohua & Ma, Changfeng, 2018. "An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations," Applied Mathematics and Computation, Elsevier, vol. 328(C), pages 58-74.
  • Handle: RePEc:eee:apmaco:v:328:y:2018:i:c:p:58-74
    DOI: 10.1016/j.amc.2018.01.020
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    References listed on IDEAS

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    1. Mehdi Dehghan & Masoud Hajarian, 2012. "The generalised Sylvester matrix equations over the generalised bisymmetric and skew-symmetric matrices," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(8), pages 1580-1590.
    2. Masoud Hajarian, 2016. "Least Squares Solution of the Linear Operator Equation," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 205-219, July.
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    Cited by:

    1. Yan, Tongxin & Ma, Changfeng, 2021. "An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations," Applied Mathematics and Computation, Elsevier, vol. 411(C).
    2. Fu, Chunhong & Chen, Jiajia & Xu, Qingxiang, 2021. "Upper bounds and lower bounds for the Frobenius norm of the solution to certain structured Sylvester equation," Applied Mathematics and Computation, Elsevier, vol. 399(C).
    3. Baohua Huang & Changfeng Ma, 2019. "The least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint," Journal of Global Optimization, Springer, vol. 73(1), pages 193-221, January.

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