TITLE:
Least-Squares Solutions of Generalized Sylvester Equation with Xi Satisfies Different Linear Constraint
AUTHORS:
Xuelin Zhou, Dandan Song, Qingle Yang, Jiaofen Li
KEYWORDS:
Least-Squares Problem, Centro-Symmetric Matrix, Bisymmetric Matrix, Iterative Method
JOURNAL NAME:
Advances in Linear Algebra & Matrix Theory,
Vol.6 No.2,
June
14,
2016
ABSTRACT: In this paper, an iterative method is constructed to find the least-squares solutions of generalized Sylvester equation , where is real matrices group, and satisfies different linear constraint. By this iterative method, for any initial matrix group within a special constrained matrix set, a least squares solution group with satisfying different linear constraint can be obtained within finite iteration steps in the absence of round off errors, and the unique least norm least-squares solution can be obtained by choosing a special kind of initial matrix group. In addition, a minimization property of this iterative method is characterized. Finally, numerical experiments are reported to show the efficiency of the proposed method.