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An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations

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  • Yan, Tongxin
  • Ma, Changfeng

Abstract

In this work, we present an iterative algorithm to solve a class of generalized coupled Sylvester-conjugate matrix equations over the generalized Hamiltonian matrices. We show that if the equations are consistent, a generalized Hamiltonian solution can be obtained within finite iteration steps in the absence of round-off errors for any initial generalized Hamiltonian matrix by the proposed iterative algorithm. Furthermore, we can obtain the minimum-norm generalized Hamiltonian solution by choosing the special initial matrices. Finally, numerical examples show that the iterative algorithm is effective.

Suggested Citation

  • 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).
  • Handle: RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005804
    DOI: 10.1016/j.amc.2021.126491
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    References listed on IDEAS

    as
    1. 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.
    2. Xie, Ya-Jun & Ma, Chang-Feng, 2015. "The MGPBiCG method for solving the generalized coupled Sylvester-conjugate matrix equations," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 68-78.
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