摘要

An iterative algorithm is constructed to solve the linear matrix equation pair AXB = E, CXD = F over generalized reflexive matrix X. When the matrix equation pair AXB = E, CXD = F is consistent over generalized reflexive matrix X, for any generalized reflexive initial iterative matrix X-1, the generalized reflexive solution can be obtained by the iterative algorithm within finite iterative steps in the absence of round-off errors. The unique least-norm generalized reflexive iterative solution of the matrix equation pair can be derived when an appropriate initial iterative matrix is chosen. Furthermore, the optimal approximate solution of AXB = E, CXD = F for a given generalized reflexive matrix X-0 can be derived by finding the least-norm generalized reflexive solution of a new corresponding matrix equation pair A (X) over tildeB = (E) over tilde, C (X) over tildeD = (F) over tilde with (E) over tilde = E -AX(0)B, (F) over tilde = F -CX0D. Finally, several numerical examples are given to illustrate that our iterative algorithm is effective.

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