On the solution of the linear matrix equation X = Af(X) B + C

DOI10.1016/J.AMC.2014.07.061MaRDI QIDQ278474zbMATH OpenOpenAlexFDO

Authors Chun-Yueh Chiang

Publication date 2 May 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.8124

zbMATH Keywords

linear matrix equationperiodic functionformulationStein matrix equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Abstract: In this paper, we derive a formula to compute the solution of the linear matrix equation $X=Af(X)B+C$ via finding any solution of a specific Stein matrix equation $mathcalX=mathcalAmathcalXmathcalB+mathcalC$, where the linear (or anti-linear) matrix operator $f$ is period-$n$. According to this formula, we should pay much attention to solve the Stein matrix equation from recently famous numerical methods. For instance, Smith-type iterations, Bartels-Stewart algorithm, and etc.. Moreover, this transformation is used to provide necessary and sufficient conditions of the solvable of the linear matrix equation. On the other hand, it can be proven that the general solution of the linear matrix equation can be presented by the general solution of the Stein matrix equation. The necessary condition of the uniquely solvable of the linear matrix equation is developed. It is shown that several representations of this formula are coincident. Some examples are presented to illustrate and explain our results.

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Cited in

(7)

• To solve matrix equation \(\sum A^iXB_i=C\) by the Smith normal form
• On the Sylvester-like matrix equation AX+f(X)B=C
• Note on solution of a linear equation \(Ax=b\)
• Toward solution of matrix equation \(X=Af(X)B+C\)
• On the semigroup property for some structured iterations
• Global FOM and GMRES algorithms for a class of complex matrix equations
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