Volume 35, Issue 5
The Alternating Direction Methods for Solving the Sylvester-Type Matrix Equation
AXb + CXD = E*

Yifen Ke & Changfeng Ma

10.4208/jcm.1608-m2015-0430

J. Comp. Math., 35 (2017), pp. 620-641.

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  • Abstract

In this paper, we present two alternating direction methods for the solution and best approximate solution of the Sylvester-type matrix equation $AXB+CX^⊤D=E$ arising in the control theory, where $A,B,C,D$ and $E$ are given matrices of suitable sizes. If the matrix equation is consistent (inconsistent), then the solution (the least squares solution) can be obtained. Preliminary convergence properties of the proposed algorithms are presented. Numerical experiments show that the proposed algorithms tend to deliver higher quality solutions with less iteration steps and CPU time than some existing algorithms on the tested problems.

  • History

Published online: 2017-10

  • AMS Subject Headings

65F10, 15A24.

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