The least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint

Baohua Huang and Changfeng Ma ()
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Baohua Huang: Fujian Normal University
Changfeng Ma: Fujian Normal University

Journal of Global Optimization, 2019, vol. 73, issue 1, No 8, 193-221

Abstract: Abstract In this paper, we present an iterative method for finding the least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint. We prove that if the constrained matrix equations are consistent, the solution can be obtained within finite iterative steps in the absence of round-off errors; if constrained matrix equations are inconsistent, the least squares solution can be obtained within finite iterative steps in the absence of round-off errors. Finally, numerical examples are provided to illustrate the efficiency of the proposed method and testify the conclusions suggested in this paper.

Keywords: Iterative method; Generalized Sylvester-transpose matrix equations; Norm inequality constraint; Least squares solution; Numerical experiments (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10898-018-0692-4

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