The generalised Sylvester matrix equations over the generalised bisymmetric and skew-symmetric matrices

Mehdi Dehghan and Masoud Hajarian

International Journal of Systems Science, 2012, vol. 43, issue 8, 1580-1590

Abstract: A matrix P is called a symmetric orthogonal if P = PT = P−1. A matrix X is said to be a generalised bisymmetric with respect to P if X = XT = PXP. It is obvious that any symmetric matrix is also a generalised bisymmetric matrix with respect to I (identity matrix). By extending the idea of the Jacobi and the Gauss–Seidel iterations, this article proposes two new iterative methods, respectively, for computing the generalised bisymmetric (containing symmetric solution as a special case) and skew-symmetric solutions of the generalised Sylvester matrix equation (including Sylvester and Lyapunov matrix equations as special cases) which is encountered in many systems and control applications. When the generalised Sylvester matrix equation has a unique generalised bisymmetric (skew-symmetric) solution, the first (second) iterative method converges to the generalised bisymmetric (skew-symmetric) solution of this matrix equation for any initial generalised bisymmetric (skew-symmetric) matrix. Finally, some numerical results are given to illustrate the effect of the theoretical results.

Date: 2012
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Citations: View citations in EconPapers (5)

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DOI: 10.1080/00207721.2010.549584

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