Efcient Iterative Solutions to General Coupled Matrix Equations

作     者：Masoud Hajarian 

作者机构：Department of Mathematics Faculty of Mathematical Sciences Shahid Beheshti University 

出 版 物：《International Journal of Automation and computing》 (国际自动化与计算杂志（英文版）)

年 卷 期：2013年第10卷第5期

页      面：481-486页

核心收录：

学科分类：07[理学] 070102[理学-计算数学] 0701[理学-数学] 

主　　题：General coupled matrix equations Lyapunov matrix equation Sylvester matrix equation generalized reflexive solutiongroup iterative algorithm 

摘      要：Linear matrix equations are encountered in many systems and control *** this paper,we consider the general coupled matrix equations（including the generalized coupled Sylvester matrix equations as a special case）l t=1EstYtFst = Gs,s = 1,2,···,l over the generalized reflexive matrix group（Y1,Y2,···,Yl）.We derive an efcient gradient-iterative（GI） algorithm for fnding the generalized reflexive solution group of the general coupled matrix *** analysis indicates that the algorithm always converges to the generalized reflexive solution group for any initial generalized reflexive matrix group（Y1（1）,Y2（1）,···,Yl（1））.Finally,numerical results are presented to test and illustrate the performance of the algorithm in terms of convergence,accuracy as well as the efciency.