A minimal residual algorithm for the inconsistent matrix equation \(AXB = C\) over symmetric matrices (Q2371462)

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A minimal residual algorithm for the inconsistent matrix equation \(AXB = C\) over symmetric matrices
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    A minimal residual algorithm for the inconsistent matrix equation \(AXB = C\) over symmetric matrices (English)
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    4 July 2007
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    The authors consider the problem of solving the nearness problem associated with the inconsistent matrix equation \(AXB=C\), for symmetric matrices. An iterative method with short recurrences was presented by \textit{Zhen-yun Peng} [ibid. 170, 711--723 (2005; Zbl 1081.65039)]. However this algorithm may be slow in case of the irregular convergence behavior in the residual norm of \(AXB=C\). In order to remedy this problem, the authors present a modification based on the idea of the classical conjugate gradient (CG) method. This CG-type method can both maintain the short recurrences and satisfy a minimization property, i.e., the approximate solution minimizes the residual norm over a special affine subspace, which ensures that this method possesses a more smooth convergence than the original method presented by Peng. In addition, an error bound is given and numerical experiments are reported.
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    iterative method
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    matrix nearness problem
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    least-squares symmetric solution
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    minimum norm solution
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    conjugate gradient method
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    inconsistent matrix equation
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    algorithm
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    convergence
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    error bound
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    numerical experiments
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