A finite iterative method for solving a pair of linear matrix equations \((AXB,CXD)=(E,F)\) (Q2383647)

This paper deals with the system consisting of a pair of linear matrix equations. An iterative method is proposed. The iterative method automatically determines the solvability of the system. When the system is consistent, then, for any starting, a solution can be obtained within finite steps, and the least norm solution can be computed by specifically choosing the starting matrix. Theoretical analysis and numerical tests demonstrate that the iterative method is quite efficient.