An efficient algorithm for solving extended Sylvester-conjugate transpose matrix equations (Q642661): Difference between revisions
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English | An efficient algorithm for solving extended Sylvester-conjugate transpose matrix equations |
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An efficient algorithm for solving extended Sylvester-conjugate transpose matrix equations (English)
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27 October 2011
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The authors consider the following extended Sylvester-conjugate transpose matrix equation \[ \sum_{i=1}^pA_iXB_i+\sum_{j=1}^qC_jX^HD_j=F,\tag{1} \] where \(A_i\in \mathbb C^{m\times r}\), \(B_i\in \mathbb C^{s\times n}\), \(C_j\in \mathbb C_j^{m\times s}\), \(D_j\in \mathbb C^{r\times n}\;(i=1,\cdots,p;\;j=1,\cdots,q)\), \(F\in \mathbb C^{m\times n}\) are some known constant matrices, and \(X\in \mathbb C^{r\times s}\) is a matrix to be determined. By using the hierarchical identification principle they present an iterative algorithm for solving (1), and give some sufficient conditions to guarantee that the iterative solutions given by the proposed algorithm converge to the exact solution of (1) (if it exists and is unique) for any initial values. Finally, a numerical example is given to illustrate the efficiency of the proposed algorithm.
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extended Sylvester-conjugate transpose matrix equation
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iterative algorithm
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real representation
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convergence
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spectral norm
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numerical example
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