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
收藏
页码：444 / 449
页数：6
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