Conditions for unique solvability of the matrix equation \(AX + X^TB = C\) (Q606502): Difference between revisions
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English | Conditions for unique solvability of the matrix equation \(AX + X^TB = C\) |
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Conditions for unique solvability of the matrix equation \(AX + X^TB = C\) (English)
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17 November 2010
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Consider the matrix equation \[ AX+X^TB=C\text{ where }A\in\mathbb{C}^{m\times n},\;B\in\mathbb{C}^{n\times m},\;C\in\mathbb{C}^{m\times m}.\tag{1} \] Assuming that \(C\) is symmetric, \textit{F.~Piao}, \textit{Q.~Zhang} and \textit{Z.~Wang} [J. Franklin Inst.~344, 1056--1062 (2007; Zbl 1171.15015)] gave necessary and sufficient solvability conditions for~(1) in terms of generalized inverses and related projectors. However, as remarked by the present author, these conditions are not entirely constructive and are difficult to verify. So he takes a different approach in the case of \(m=n\), assuming that the pencil \[ A+\lambda B^T\tag{2} \] is regular. He proves that the following conditions are necessary and sufficient for~(1) to be uniquely solvable with every right-hand side~\(C\). (i)~At least one of \(A\) and \(B\) is nonsingular. (ii)~No eigenvalue of the pencil~(2) equals~\(\pm 1\). (iii)~No pair of distinct eigenvalues of this pencil has product one. The proof applies the Weierstrass theorem on a canonical form of a regular pencil.
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matrix equations
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matrix pencils
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Weierstrass theorem
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canonical form
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