The reflexive least squares solutions of the general coupled matrix equations with a submatrix constraint

被引：19

作者：

Peng, Zhuohua ^{[1
]}

Xin, Huimin ^{[1
]}

机构：

[1] Hunan Univ Sci & Technol, Sch Math & Comp Sci, Xiangtan 411201, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2013年 / 225卷

基金：

中国国家自然科学基金;

关键词：

General coupled matrix equations; Central principal submatrix; Reflexive solutions; Submatrix constraint; Least squares solution; ITERATIVE SOLUTIONS; SYMMETRIC-SOLUTIONS; IDENTIFICATION; SYSTEMS; SPECTRUM;

D O I：

10.1016/j.amc.2013.09.062

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we construct an iterative method to solve the general coupled matrix equations (1)Sigma(j-1)A(ij)X(j)B(ij) = C-i, i = 1, 2, ... , t, where x(j) epsilon R-njxnj (j = 1, 2, ... , l) is a reflexive matrix with a specified central principal submatrix. The algorithm produces suitable [X-1, X-2, ... , X-l) such that (t)Sigma(i-1)parallel to(l)Sigma(j-1)A(ij)XB(ij)-C parallel to = min within finite iteration steps in the absence of roundoff errors. We show that the algorithm is stable any case. The algorithm requires little storage capacity. Given numerical examples show that the algorithm is efficient. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：425 / 445

页数：21

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