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Note that equation (1) is equivalent to \\((2)\\quad (\\lambda C-A)XB-CX(\\lambda B-D)=- E.\\)    In Section 2, when \\(m=n\\), \\(p=q\\) and B or C is nonsingular, a theoretical approach to the solution of (1) is presented on the basis of the relative Cayley-Hamilton theorem. Under hypothesis (i) the pencils \\(\\lambda\\) C-A and \\(\\lambda\\) B-D are regular, and (ii) the spectra of these pencils have an empty intersection, the unique solution is obtained by means of the inversion of an \\(m\\times m\\) and \\(p\\times p\\) matrix. This paper is strongly influenced by \\textit{A. Jameson}'s work [SIAM J. Appl. Math. 16, 1020-1023 (1968; Zbl 0169.352)].    Section 3 deals with the case of singular pencils. It is shown that if (iii) the pencils \\(\\lambda\\) C-A and \\(\\lambda\\) B-D are right and left invertible, respectively, and (iv) they have disjoint spectra, then the equation (1) has a solution. 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