Iterative solutions to coupled Sylvester-transpose matrix equations

作者：Song, Caiqin; Chen, Guoliang^*; Zhao, Linlin

来源：Applied Mathematical Modelling, 2011, 35(10): 4675-4683.

DOI：10.1016/j.apm.2011.03.038

• Coupled Sylvester-transpose matrix equation
• Iterative algorithm
• Iterative solution
• Convergence
• Spectral norm

This note studies the iterative solutions to the coupled Sylvester-transpose matrix equation with a unique solution. By using the hierarchical identification principle, an iterative algorithm is presented for solving this class of coupled matrix equations. It is proved that the iterative solution consistently converges to the exact solution for any initial values. Meanwhile, sufficient conditions are derived to guarantee that the iterative solutions given by the proposed algorithm converge to the exact solution for any initial matrices. Finally, a numerical example is given to illustrate the efficiency of the proposed approach.

• 出版日期2011-10
• 单位华东师范大学