An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations

An iterative algorithm for the least Frobenius norm least squares solution of a class of... The iterative algorithm of a class of generalized coupled Sylvester-transpose matrix equations is presented. We prove that if the system is consistent, a solution can be obtained within finite iterative steps in the absence of round-off errors for any initial matrices; if the system is inconsistent, the least squares solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm least squares solution of the problem. Finally, numerical examples are presented to demonstrate that the algorithm is efficient. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Computation Elsevier

An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations

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Publisher
Elsevier
Copyright
Copyright © 2018 Elsevier Inc.
ISSN
0096-3003
eISSN
1873-5649
D.O.I.
10.1016/j.amc.2018.01.020
Publisher site
See Article on Publisher Site

Abstract

The iterative algorithm of a class of generalized coupled Sylvester-transpose matrix equations is presented. We prove that if the system is consistent, a solution can be obtained within finite iterative steps in the absence of round-off errors for any initial matrices; if the system is inconsistent, the least squares solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm least squares solution of the problem. Finally, numerical examples are presented to demonstrate that the algorithm is efficient.

Journal

Applied Mathematics and ComputationElsevier

Published: Jul 1, 2018

References

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