In this article, we investigate a variant of the biconjugateresidual (BCR) algorithm to solve the generalized Sylvester matrix equation Sigma(k)(i=1) A(i)XB(i) + Sigma(l)(j=1) CjYDj = E , which includes the well-know...
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In this article, we investigate a variant of the biconjugateresidual (BCR) algorithm to solve the generalized Sylvester matrix equation Sigma(k)(i=1) A(i)XB(i) + Sigma(l)(j=1) CjYDj = E , which includes the well-known Lyapunov, Stein and Sylvester matrix equations. We show that the BCR algorithm with any (special) initial matrix pair can smoothly compute the (least Frobenius norm) solution pair of the generalized Sylvester matrix equation within a finite number of iterations in the absence of round-off errors. Finally the accuracy and effectiveness of the BCR algorithm in comparison to some existing algorithms are demonstrated by two numerical examples.
The periodic discrete-time matrix equations have wide applications in stability theory, control theory and perturbation analysis. In this work, the biconjugate residual algorithm is generalized to construct a matrix i...
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The periodic discrete-time matrix equations have wide applications in stability theory, control theory and perturbation analysis. In this work, the biconjugate residual algorithm is generalized to construct a matrix iterative method to solve the periodic discrete-time generalized coupled Sylvester matrix equations The constructed method is shown to be convergent in a finite number of iterations in the absence of round-off errors. By comparing with other similar methods in practical computation, we give numerical results to demonstrate the accuracy and the numerical superiority of the constructed method.
It is well known that the biconjugateresidual (BCR) algorithm and its variants are powerful procedures to find the solution of large sparse non-symmetric systems equation. In this study, the authors develop the Lancz...
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It is well known that the biconjugateresidual (BCR) algorithm and its variants are powerful procedures to find the solution of large sparse non-symmetric systems equation. In this study, the authors develop the Lanczos version of BCR algorithm for computing the solution pair of the generalised second-order Sylvester matrix equation EVF + GVH + BVC = DWE + M which includes the second-order Sylvester, Lyapunov and Stein matrix equations as special cases. The convergence results show that the algorithm with any initial matrices converges to the solutions within a finite number of iterations in the absence of round-off errors. Finally, two numerical examples are provided to support the theoretical findings and to testify the effectiveness and usefulness of the algorithm.
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