The Hermitian solution to a matrix inequality under linear constraint

被引:0
|
作者
Chen, Yinlan [1 ]
Duan, Wenting [1 ]
机构
[1] Hubei Normal Univ, Sch Math & Stat, Huangshi 435002, Peoples R China
来源
AIMS MATHEMATICS | 2024年 / 9卷 / 08期
关键词
matrix inequality; matrix equation; Hermitian solution; spectral decomposition; generalized singular value decomposition; EQUATIONS;
D O I
10.3934/math.2024982
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, the necessary and sufficient conditions under which the matrix inequality C* XC >= D (> D) subject to the linear constraint A* XA = B is solvable are deduced by means of the spectral decompositions of some matrices and the generalized singular value decomposition of a matrix pair. An explicit expression of the general Hermitian solution is also provided. One numerical example demonstrates the effectiveness of the proposed method.
引用
收藏
页码:20163 / 20172
页数:10
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