Title
An efficient iterative method for solving the matrix equation AXB + CYD = E
Abstract
This paper presents an iterative method for solving the matrix equation AXB + CYD = E with real matrices X and Y. By this iterative method, the solvability of the matrix equation can be determined automatically. And when the matrix equation is consistent, then, for any initial matrix pair [X-o, Y-o], a solution pair can be obtained within finite iteration steps in the absence of round-off errors, and the least norm solution pair can be obtained by choosing a special kind of initial matrix pair. Furthermore, the optimal approximation solution pair to a given matrix pair [(X) over bar, (Y) over bar] in a Frobenius norm can be obtained by finding the least norm solution pair of a new matrix equation A (X) over tildeB + C (Y) over tildeD = (E) over tilde, where (E) over tilde = E - A (X) over barB - C (Y) over barD. The given numerical examples show that the iterative method is efficient. Copyright (C) 2005 John Wiley & Sons, Ltd.
Year
DOI
Venue
2006
10.1002/nla.470
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
iterative method,matrix equation,matrix nearness problem,least-norm solution,optimal approximation solution
Convergent matrix,Mathematical optimization,Nonnegative matrix,Mathematical analysis,Matrix difference equation,Matrix function,Symmetric matrix,Matrix splitting,Centrosymmetric matrix,Mathematics,Block matrix
Journal
Volume
Issue
ISSN
13
6
1070-5325
Citations 
PageRank 
References 
19
2.14
1
Authors
2
Name
Order
Citations
PageRank
Zhenyun Peng112624.44
Yaxin Peng27316.82