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

作者：Huang, Baohua; Ma, Changfeng^*

来源：Applied Mathematics and Computation, 2018, 328: 58-74.

DOI：10.1016/j.amc.2018.01.020

• Generalized coupled Sylvester-transpose matrix equations
• The least Frobenius norm
• Least squares solution
• Iterative method
• Numerical experiments

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-offerrors 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-offerrors. 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.

• 出版日期2018-7-1
• 单位福建师范大学