An iterative method for the least-squares problems of a general matrix equation subjects to submatrix constraints (Q1790075)

Summary: An iterative algorithm is proposed for solving the least-squares problem of a general matrix equation \(\sum_{i=1}^t M_iZ_iN_i=F\), where \(Z_i\) \((i=1,2,\ldots,t)\) are to be determined centro-symmetric matrices with given central principal submatrices. For any initial iterative matrices, we show that the least-squares solution can be derived by this method within finite iteration steps in the absence of roundoff errors. Meanwhile, the unique optimal approximation solution pair for given matrices \(\widetilde Z_i\) can also be obtained by the least-norm least-squares solution of matrix equation \(\sum_{i=1}^t M_i\overline{Z}_iN_i=\overline{F}\), in which \(\overline Z_i=Z_i-\widetilde Z_i\), \(\overline F=F-\sum_{i=1}^t M_i\widetilde Z_i N_i\). The given numerical examples illustrate the efficiency of this algorithm.