Two iterative algorithms for solving coupled matrix equations over reflexive and anti-reflexive matrices (Q712466)

The authors propose two iterative algorithms for solving two coupled matrix equations over reflexive and anti-reflexive matrices, respectively. The algorithms are based on an extension of the idea of Jacobi and Gauss-Seidel clever splitting of the matrix \(A\). The algorithms make also use of the hierarchical identification principle that can be found in two papers by \textit{F. Ding} and \textit{T. Chen} [Automatica 41, No. 2, 315--325 (2005; Zbl 1073.93012); ``Hierarchical least squares identification methods for multi-variable systems'', IEEE Trans. Autom. Contr., 50, 397--402 (2005)]. To two original matrix equations the authors add two other equations, in which the unknown matrix \(X\) is replaced by the matrix \(PXP\) (the reflective solution) or by \(-PXP\) (anti-reflective solution). The convergence of both algorithms is discussed. Two numerical examples illustrate the theory.