Finite iterative solutions to a class of complex matrix equations with conjugate and transpose of the unknowns

This paper is concerned with a class of complex matrix equations, in which there exist the conjugate and the transpose of the unknown matrices. The considered matrix equation includes some previously investigated matrix equations as its special cases. An iterative algorithm is presented for solving this class of matrix equations. When the matrix equation is consistent, a solution can be obtained within finite iteration steps for any initial values in the absence of round-off errors. A numerical example is given to illustrate the effectiveness of the proposed method.

[1]  Ai-Guo Wu,et al.  Iterative solutions to the extended Sylvester-conjugate matrix equations , 2010, Appl. Math. Comput..

[2]  Xuehan Cheng,et al.  An algebraic relation between consimilarity and similarity of complex matrices and its applications , 2006 .

[3]  Jean H. Bevis,et al.  The matrix equation A X – XB = C and its special cases , 1988 .

[4]  Feng Ding,et al.  Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle , 2008, Appl. Math. Comput..

[5]  Ai-Guo Wu,et al.  Closed-form solutions to Sylvester-conjugate matrix equations , 2010, Comput. Math. Appl..

[6]  Tongwen Chen,et al.  Hierarchical least squares identification methods for multivariable systems , 2005, IEEE Transactions on Automatic Control.

[7]  Musheng Wei,et al.  Iterative algorithms for solving the matrix equation AXB+CXTD=E , 2007, Appl. Math. Comput..

[8]  V. Kučera The Matrix Equation $AX + XB = C$ , 1974 .

[9]  Junqiang Hu,et al.  Closed-form solutions to the nonhomogeneous Yakubovich-conjugate matrix equation , 2009, Appl. Math. Comput..

[10]  Ai-Guo Wu,et al.  On matrix equations X-AXF=C and X-AXF=C , 2009 .

[11]  Feng Ding,et al.  Gradient Based Iterative Algorithms for Solving a Class of Matrix Equations , 2005, IEEE Trans. Autom. Control..

[12]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[13]  Musheng Wei,et al.  On solutions of the matrix equations X−AXB=C and X−AXB=C , 2003 .

[14]  Yan Feng,et al.  An iterative algorithm for solving a class of matrix equations , 2009 .

[15]  Guang-Ren Duan,et al.  Gradient based iterative algorithm for solving coupled matrix equations , 2009, Syst. Control. Lett..

[16]  Feng Ding,et al.  Performance analysis of multi-innovation gradient type identification methods , 2007, Autom..

[17]  Qingling Zhang,et al.  The solution to matrix equation AX+XTC=B , 2007, J. Frankl. Inst..

[18]  Ai-Guo Wu,et al.  On solutions of matrix equations V-AVF=BW and V-AV'F=BW , 2008, Math. Comput. Model..

[19]  Zhen-yun Peng,et al.  An iterative method for the least squares symmetric solution of matrix equation $AXB = C$ , 2006, Numerical Algorithms.

[20]  Ai-Guo Wu,et al.  On solutions of the matrix equations XF , 2006, Appl. Math. Comput..

[21]  Zhen-yun Peng An iterative method for the least squares symmetric solution of the linear matrix equation AXB = C , 2005, Appl. Math. Comput..

[22]  Huang Liping Consimilarity of quaternion matrices and complex matrices , 2001 .