Two algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of Sylvester matrix equations

被引：59

作者：

Dehghan, Mehdi ^{[1
]}

Hajarian, Masoud ^{[1
]}

机构：

[1] Amir Kabir Univ Technol, Fac Math & Comp Sci, Dept Appl Math, Tehran 15914, Iran

来源：

APPLIED MATHEMATICS LETTERS | 2011年 / 24卷 / 04期

关键词：

Hermitian reflexive matrix; Iterative algorithm; Sylvester matrix equation; Skew-Hermitian matrix; LEAST-SQUARES SOLUTIONS; IDENTIFICATION METHODS; ITERATIVE ALGORITHMS; SYMMETRIC-MATRICES; SYSTEMS; CONTROLLABILITY;

D O I：

10.1016/j.aml.2010.10.039

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose two iterative algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of the Sylvester matrix equation AX + XB = C, respectively. We prove that the first (second) algorithm converges to the Hermitian reflexive (skew-Hermitian) solution for any initial Hermitian reflexive (skew-Hermitian) matrix. Finally, two numerical examples illustrate the theoretical results. (C) 2010 Elsevier Ltd. All rights reserved.

引用

页码：444 / 449

页数：6

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