Iterative algorithm for solving a class of general Sylvester-conjugate matrix equation \(\sum_{i=1}^sA_iV+\sum_{j=1}^tB_jW=\sum_{l=1}^mE_l\overline VF_l+C\) (Q2511417)

An iterative method is proposed to solve the equation in the title for the matrices \(V\in\mathbb{C}^{n\times p}\) and \(W\in\mathbb{C}^{r\times p}\). The matrix \(C\in\mathbb{C}^{n\times p}\), and the other matrices have appropriate dimensions. The equation generalizes many known matrix equations and the proposed method generalizes the corresponding algorithms. If the equation is consistent, then it is shown with long but straightforward computations that in exact arithmetic, the algorithm computes a solution in a finite number of steps. The proof is by working in the real inner product space of \(\mathbb{C}^{m\times n}\) over the field \(\mathbb{R}\) where the Frobenius norm is associated with the inner product \(\langle A,B\rangle=\mathrm{Re}[\mathrm{tr}(A^HB)]\).