A Gradient Iterative Algorithm for Solving the Coupled Sylvester Matrix Equations
Zhang Lon
Abstract
Zhang Lon
Abstract
This paper presents a gradient iterative algorithm for solving the generalized coupled matrix equations based on the hierarchical identification principle and extending of the iterative algorithm for the AX=b or AX+XB=C, and the convergence of this method is also given. The analysis shows that if the matrix equation has an unique solution, then the iterative solutions converge fast to the exact one for any initial value. Giving numerical example demonstrates the effectiveness of the proposed algorithm.
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This paper presents a gradient iterative algorithm for solving the generalized coupled matrix equations based on the hierarchical identification principle and extending of the iterative algorithm for the AX=b or AX+XB=C, and the convergence of this method is also given. The analysis shows that if the matrix equation has an unique solution, then the iterative solutions converge fast to the exact one for any initial value. Giving numerical example demonstrates the effectiveness of the proposed algorithm.
Key concepts: Iterative method, Sylvester matrix, Mathematics, Sylvester equation, Matrix (chemical analysis), Convergence (economics), Matrix-free methods, Applied mathematics