Finite iterative algorithm for the symmetric periodic least squares solutions of a class of periodic Sylvester matrix equations

被引:0
作者
Baohua Huang
Changfeng Ma
机构
[1] Fujian Normal University,College of Mathematics and Informatics & FJKLMAA
来源
Numerical Algorithms | 2019年 / 81卷
关键词
Periodic matrix equations; Iterative algorithm; Symmetric ; -periodic solution; Least Frobenius norm; Finite number of iterations; Optimal approximation solution;
D O I
暂无
中图分类号
学科分类号
摘要
The present work proposes a finite iterative algorithm to find the least squares solutions of periodic matrix equations over symmetric ξ-periodic matrices. By this algorithm, for any initial symmetric ξ-periodic matrices, the solution group can be obtained in finite iterative steps in the absence of round-off errors, and the solution group with least Frobenius norm can be obtained by choosing a special kind of initial matrices. Furthermore, in the solution set of the above problem, the unique optimal approximation solution group to a given matrix group in the Frobenius norm can be derived by finding the least Frobenius norm symmetric ξ-periodic solution of a new corresponding minimum Frobenius norm problem. Finally, numerical examples are provided to illustrate the efficiency of the proposed algorithm and testify the conclusions suggested in this paper.
引用
收藏
页码:377 / 406
页数:29
相关论文
共 47 条
[1]  
Cai J(2009)An iterative algorithm for the least squares bisymmetric solutions of the matrix equations A1XB1 = C1, A2XB2 = C2 Math. Comput. Model 50 1237-1244
[2]  
Chen GL(2012)Solving periodic Lyapunov matrix equations via finite steps iteration IET Control Theory Appl 6 2111-2119
[3]  
Cai GB(2007)Projected generalized discrete-time periodic Lyapunov equations and balanced realization of periodic descriptor systems SIAM J. Matrix Anal. Appl. 29 982-1006
[4]  
Hu CH(2013)Matrix iterative methods for solving the Sylvester-transpose and periodic Sylvester matrix equations J. Franklin Inst. 350 3328-3341
[5]  
Chu EKW(2013)Matrix iterative methods for solving the Sylvester-transpose and periodic Sylvester matrix equations J. Franklin Inst. 350 3328-3341
[6]  
Fan HY(2014)Solving the general coupled and the periodic coupled matrix equations via the extended QMRCGSTAB algorithm Comput. Appl. Math. 33 349-362
[7]  
Lin WW(2014)Extending LSQR methods to solve the generalized Sylvester-transpose and periodic Sylvester matrix equations Math. Methods Appl. Sci. 37 2017-2028
[8]  
Hajarian M(2014)Developing CGNE algorithm for the periodic discrete-time generalized coupled Sylvester matrix equations Comput. Appl. Math. 34 1-17
[9]  
Hajarian M(2015)Developing BiCOR and CORS methods for coupled Sylvester-transpose and periodic Sylvester matrix equations Appl. Math. Modell. 39 6073-6084
[10]  
Hajarian M(2015)A finite iterative method for solving the general coupled discrete-time periodic matrix equations Circ. Syst. Signal Process. 34 105-125