An iterative algorithm for generalized periodic multiple coupled Sylvester matrix equations

作     者：Chen, Xuesong Chen, Zebin 

作者机构：Guangdong Univ Technol Sch Appl Math Guangzhou 510006 Peoples R China 

出 版 物：《JOURNAL OF THE FRANKLIN INSTITUTE》 (佛兰克林学会杂志)

年 卷 期：2021年第358卷第10期

页      面：5513-5531页

核心收录：

学科分类：0808[工学-电气工程] 07[理学] 08[工学] 0701[理学-数学] 0811[工学-控制科学与工程] 

基　　金：Natural Science Foundation of Guangdong Province [2018A030313505] Programme of Science and Technology of Guangzhou 

主　　题：Sylvester matrix equation Conjugate gradient Iterative algorithm Least Frobenius norm solution 

摘      要：The paper is indicated to constructing a modified conjugate gradient iterative (MCG) algorithm to solve the generalized periodic multiple coupled Sylvester matrix equations. It can be proved that the proposed approach can find the solution within finite iteration steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm solution of the system. Some numerical examples are illustrated to show the performance of the proposed approach and its superiority over the existing method CG. (C) 2021 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.