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

Baohua Huang and Changfeng Ma

Applied Mathematics and Computation, 2018, vol. 328, issue C, 58-74

Abstract: 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-off errors 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-off errors. 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.

Keywords: Generalized coupled Sylvester-transpose matrix equations; The least Frobenius norm; Least squares solution; Iterative method; Numerical experiments (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:328:y:2018:i:c:p:58-74

DOI: 10.1016/j.amc.2018.01.020

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