Toward solution of matrix equation X=Af(X)B+C

DOI10.1016/J.LAA.2011.03.003zbMATH Open1278.15021arXiv1211.0346OpenAlexW2101098094MaRDI QIDQ551297FDOQ551297

Authors: Bin Zhou, James Lam, Guangren Duan 

Publication date: 15 July 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: This paper studies the solvability, existence of unique solution, closed-form solution and numerical solution of matrix equation $X=Af(X)B+C$ with $f(X)=X^{mathrmT},$ $$ and $f(X)=X^{mathrmH},$ where $X$ is the unknown. It is proven that the solvability of these equations is equivalent to the solvability of some auxiliary standard Stein equations in the form of $W=mathcalAWmathcalB+mathcalC$ where the dimensions of the coefficient matrices $mathcalA,mathcalB$ and $mathcalC$ are the same as those of the original equation. Closed-form solutions of equation $X=Af(X)B+C$ can then be obtained by utilizing standard results on the standard Stein equation. On the other hand, some generalized Stein iterations and accelerated Stein iterations are proposed to obtain numerical solutions of equation equation $X=Af(X)B+C$. Necessary and sufficient conditions are established to guarantee the convergence of the iterations.

Full work available at URL: https://arxiv.org/abs/1211.0346

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zbMATH Keywords

iterationmatrix equationsnumerical solutionsclosed-form solutionsStein equationsconjugated and transpose

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

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Cited In (56)

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