Least squares solution with the minimum-norm to general matrix equations via iteration (Q846468)
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scientific article; zbMATH DE number 5668006
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| English | Least squares solution with the minimum-norm to general matrix equations via iteration |
scientific article; zbMATH DE number 5668006 |
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Least squares solution with the minimum-norm to general matrix equations via iteration (English)
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9 February 2010
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Two iterative algorithm are presented to solve the minimal norm least squares solution to a general linear matrix equations including the well-known Sylvester matrix equation and Lyapunov matrix equation as special cases. The first algorithm is based on the gradient based searching principle and the other one can be viewed as its dual. Necessary and sufficient conditions for the step sizes in these two algorithms are proposed to guarantee the convergence of the algorithms for arbitrary initial conditions.
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iterative algorithm
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minimal norm least squares solution
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optimal step size
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convergence
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general linear matrix equations
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Sylvester matrix equation
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Lyapunov matrix equation
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0.9654594659805298
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0.9217956066131592
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0.8631682991981506
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0.8567456603050232
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0.8526127338409424
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