An iterative method for the least squares symmetric solution of matrix equation \(AXB = C\) (Q2431790): Difference between revisions

An iterative algorithm is proposed for the solution of the minimum Frobenius norm residual problem \(\| AXB - C\| \to\min\), where \(A\), \(B\) and \(C\) are real matrix coefficients of size \(m\times n\), \(n\times p\) and \(m\times p\), respectively, and the solution \(X\) is an \(n\times n\) real symmetric matrix. The algorithm is based on the equivalent equation \(A^\top AXBB^\top + BB^\top XA^\top A = A^\top CB + BC^\top A\), where \(A^\top\) is the transpose of \(A\).