Iterative algorithms for the minimum-norm solution and the least-squares solution of the linear matrix equations \(A_1XB_1 + C_1X^TD_1 = M_1, A_2XB_2 + C_2 X^TD_2 = M_2\) (Q426323): Difference between revisions

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The authors focus on the solution of the generalized Sylvester matrix equations. A conjugate gradient algorithm (CG) is proposed. When the matrix equations are consistent, by the CG algorithm, a solution can be obtained within finite steps in the absence of rounding-errors for any initial point. When the matrix equations are inconsistent, applying the CG algorithm to the normal equation, a least squares solution with minimum norm can be obtained.
Property / review text: The authors focus on the solution of the generalized Sylvester matrix equations. A conjugate gradient algorithm (CG) is proposed. When the matrix equations are consistent, by the CG algorithm, a solution can be obtained within finite steps in the absence of rounding-errors for any initial point. When the matrix equations are inconsistent, applying the CG algorithm to the normal equation, a least squares solution with minimum norm can be obtained. / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65F30 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65F20 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15A24 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65F10 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6045144 / rank
 
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Property / zbMATH Keywords
 
generalized Sylvester matrix equations
Property / zbMATH Keywords: generalized Sylvester matrix equations / rank
 
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Property / zbMATH Keywords
 
least squares solution
Property / zbMATH Keywords: least squares solution / rank
 
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Property / zbMATH Keywords
 
conjugate gradient algorithm
Property / zbMATH Keywords: conjugate gradient algorithm / rank
 
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Property / zbMATH Keywords
 
normal equation
Property / zbMATH Keywords: normal equation / rank
 
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Property / reviewed by
 
Property / reviewed by: Xin-Guo Liu / rank
 
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Property / describes a project that uses: Matlab / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.08.052 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W2025277247 / rank
 
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Latest revision as of 08:35, 5 July 2024

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Iterative algorithms for the minimum-norm solution and the least-squares solution of the linear matrix equations \(A_1XB_1 + C_1X^TD_1 = M_1, A_2XB_2 + C_2 X^TD_2 = M_2\)
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    Iterative algorithms for the minimum-norm solution and the least-squares solution of the linear matrix equations \(A_1XB_1 + C_1X^TD_1 = M_1, A_2XB_2 + C_2 X^TD_2 = M_2\) (English)
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    11 June 2012
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    The authors focus on the solution of the generalized Sylvester matrix equations. A conjugate gradient algorithm (CG) is proposed. When the matrix equations are consistent, by the CG algorithm, a solution can be obtained within finite steps in the absence of rounding-errors for any initial point. When the matrix equations are inconsistent, applying the CG algorithm to the normal equation, a least squares solution with minimum norm can be obtained.
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    generalized Sylvester matrix equations
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    least squares solution
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    conjugate gradient algorithm
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    normal equation
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