scholarly journals Eigenvector-Free Solutions to the Matrix EquationAXBH=Ewith Two Special Constraints

2013 ◽  
Vol 2013 ◽  
pp. 1-7
Author(s):  
Yuyang Qiu

The matrix equationAXBH=EwithSX=XRorPX=sXQconstraint is considered, whereS, Rare Hermitian idempotent,P, Qare Hermitian involutory, ands=±1. By the eigenvalue decompositions ofS, R, the equationAXBH=EwithSX=XRconstraint is equivalently transformed to an unconstrained problem whose coefficient matrices contain the corresponding eigenvectors, with which the constrained solutions are constructed. The involved eigenvectors are released by Moore-Penrose generalized inverses, and the eigenvector-free formulas of the general solutions are presented. By choosing suitable matricesS, R, we also present the eigenvector-free formulas of the general solutions to the matrix equationAXBH=EwithPX=sXQconstraint.

2009 ◽  
Vol 86 (1) ◽  
pp. 33-44 ◽  
Author(s):  
TOBIAS DAMM ◽  
HARALD K. WIMMER

AbstractWe study the matrix equation C(BXC)†B=X†, where X† denotes the Moore–Penrose inverse. We derive conditions for the consistency of the equation and express all its solutions using singular vectors of B and C. Applications to compliance matrices in molecular dynamics, to mixed reverse-order laws of generalized inverses and to weighted Moore–Penrose inverses are given.


2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Adisorn Kittisopaporn ◽  
Pattrawut Chansangiam ◽  
Wicharn Lewkeeratiyutkul

AbstractWe derive an iterative procedure for solving a generalized Sylvester matrix equation $AXB+CXD = E$ A X B + C X D = E , where $A,B,C,D,E$ A , B , C , D , E are conforming rectangular matrices. Our algorithm is based on gradients and hierarchical identification principle. We convert the matrix iteration process to a first-order linear difference vector equation with matrix coefficient. The Banach contraction principle reveals that the sequence of approximated solutions converges to the exact solution for any initial matrix if and only if the convergence factor belongs to an open interval. The contraction principle also gives the convergence rate and the error analysis, governed by the spectral radius of the associated iteration matrix. We obtain the fastest convergence factor so that the spectral radius of the iteration matrix is minimized. In particular, we obtain iterative algorithms for the matrix equation $AXB=C$ A X B = C , the Sylvester equation, and the Kalman–Yakubovich equation. We give numerical experiments of the proposed algorithm to illustrate its applicability, effectiveness, and efficiency.


1972 ◽  
Vol 15 (9) ◽  
pp. 820-826 ◽  
Author(s):  
R. H. Bartels ◽  
G. W. Stewart
Keyword(s):  

2009 ◽  
Vol 431 (12) ◽  
pp. 2359-2372 ◽  
Author(s):  
Yonghui Liu ◽  
Yongge Tian ◽  
Yoshio Takane
Keyword(s):  

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Caiqin Song

We investigate the matrix equationX−AX¯B=C. For convenience, the matrix equationX−AX¯B=Cis named as Kalman-Yakubovich-conjugate matrix equation. The explicit solution is constructed when the above matrix equation has unique solution. And this solution is stated as a polynomial of coefficient matrices of the matrix equation. Moreover, the explicit solution is also expressed by the symmetric operator matrix, controllability matrix, and observability matrix. The proposed approach does not require the coefficient matrices to be in arbitrary canonical form. At the end of this paper, the numerical example is shown to illustrate the effectiveness of the proposed method.


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