Nonsingular systems of generalized Sylvester equations: an algorithmic approach.

DOI10.1002/NLA.2261zbMATH Open1474.65108arXiv1709.03783OpenAlexW2963208966WikidataQ127455539 ScholiaQ127455539MaRDI QIDQ5206496FDOQ5206496

Authors: Fernando De Terán, Bruno Iannazzo, Federico Poloni, Leonardo Robol 

Publication date: 18 December 2019

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Abstract: We consider the uniqueness of solution (i.e., nonsingularity) of systems of $r$ generalized Sylvester and $star$-Sylvester equations with $nimesn$ coefficients. After several reductions, we show that it is sufficient to analyze periodic systems having, at most, one generalized $star$-Sylvester equation. We provide characterizations for the nonsingularity in terms of spectral properties of either matrix pencils or formal matrix products, both constructed from the coefficients of the system. The proposed approach uses the periodic Schur decomposition, and leads to a backward stable $O(n^{3}r)$ algorithm for computing the (unique) solution.

Full work available at URL: https://arxiv.org/abs/1709.03783

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zbMATH Keywords

matrix pencilSylvester equationperiodic Schur decomposition\(\star\)-Sylvester equationsystems of linear matrix equationsformal matrix product

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cited In (5)

• Palindromic linearization and numerical solution of nonsymmetric algebraic \(T\)-Riccati equations
• On the consistency of the matrix equation \(X^\top A X=B\) when \(B\) is symmetric
• Stationary Landweber method with momentum acceleration for solving least squares problems
• Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications
• On the low-degree solution of the Sylvester matrix polynomial equation

Uses Software

• GNU Fortran
• BLAS

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