Title
Analytical best approximate Hermitian and generalized skew-Hamiltonian solution of matrix equation AXAH+CYCH=F.
Abstract
In this paper, we consider the matrix equation AXAH+CYCH=F, where A, C and F are given matrices with appropriate sizes and [X,Y] is an unknown Hermitian and generalized skew-Hamiltonian matrix pair. Based on matrix differential calculus and projection theorem in inner product spaces, we exploit the best approximate solution [X̂,Ŷ] in the set S to a given matrix pair [X∗,Y∗], where S signifies the least-squares Hermitian and generalized skew-Hamiltonian solution set of the matrix equation AXAH+CYCH=F. The analytical expression of the best approximate solution is presented by applying the canonical correlation decomposition and the generalized singular value decomposition. Finally, a numerical algorithm and an illustrated example are given.
Year
DOI
Venue
2018
10.1016/j.camwa.2018.02.026
Computers & Mathematics with Applications
Keywords
Field
DocType
Matrix equation,Hermitian and generalized skew-Hamiltonian matrix,Least-squares solution,Best approximate solution,Canonical correlation decomposition,Generalized singular value decomposition
Generalized singular value decomposition,Hamiltonian (quantum mechanics),Mathematical analysis,Matrix (mathematics),Inner product space,Pure mathematics,Differential calculus,Skew,Solution set,Hermitian matrix,Mathematics
Journal
Volume
Issue
ISSN
75
10
0898-1221
Citations 
PageRank 
References 
0
0.34
9
Authors
3
Name
Order
Citations
PageRank
Wei-Ru Xu122.10
Guoliang Chen230546.48
Xing-Ping Sheng300.34