Network Flows That Solve Sylvester Matrix Equations

DOI10.1109/TAC.2021.3130877MaRDI QIDQ6053181zbMATH OpenOpenAlexFDO

Authors Wen Deng, Brian D. O. Anderson, Guodong Shi, Yiguang Hong

Publication date 26 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.08760

zbMATH Keywords

convergence ratedistributed algorithmsnetwork flowsSylvester equation

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: In this paper, we study distributed methods for solving a Sylvester equation in the form of AX+XB=C for matrices A, B, C$in{R}^{nimesn}$ with X being the unknown variable. The entries of A, B and C (called data) are partitioned into a number of pieces (or sometimes we permit these pieces to overlap). Then a network with a given structure is assigned, whose number of nodes is consistent with the partition. Each node has access to the corresponding set of data and holds a dynamic state. Nodes share their states among their neighbors defined from the network structure, and we aim to design flows that can asymptotically converge to a solution of this equation. The decentralized data partitions may be resulted directly from networks consisting of physically isolated subsystems, or indirectly from artificial and strategic design for processing large data sets. Natural partial row/column partitions, full row/column partitions and clustering block partitions of the data A, B and C are assisted by the use of the vectorized matrix equation. We show that the existing "consensus + projection" flow and the "local conservation + global consensus" flow for distributed linear algebraic equations can be used to drive distributed flows that solve this kind of equations. A "consensus + projection + symmetrization" flow is also developed for equations with symmetry constraints on the solution matrices. We reveal some fundamental convergence rate limitations for such flows regardless of the choices of node interaction strengths and network structures. For a special case with B=A${}^T$, where the equation mentioned is reduced to a classical Lyapunov equation, we demonstrate that by exploiting the symmetry of data, we can obtain flows with lower complexity for certain partitions.

Cited in

(3)

• The solutions of a class of Sylvester-like linear matrix equations and the estimation of the associated measurements of their solutions
• Structure-preserving quaternion BiCOR method and quaternion GPBiCOR method for generalized coupled Sylvester-type quaternion matrix equations
• Distributed optimization and scaling design for solving Sylvester equations

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