The BGMRES Method for Generalized Sylvester Matrix Equation AXB − X = C and Preconditioning

In this paper, we present the block generalized minimal residual (BGMRES) method in order to solve the generalized Sylvester matrix equation. However, this method may not be converged in some problems. We construct a polynomial preconditioner based on BGMRES which shows why polynomial preconditioner is superior to some block solvers. Finally, numerical experiments report the effectiveness of this method.

Solving Linear Matrix Equations by Matrix Decompositions

In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.

A New Inversion-free Method for Hermitian Positive Definite Solution of Matrix Equation

An inversion-free iterative algorithm is presented for solving nonlinear matrix equation with a stepsize parameter t. The existence of the maximal solution is discussed in detail, and the method for finding it is proposed. Finally, two numerical examples are reported that show the efficiency of the method.

On the Positive Definite Solutions of Nonlinear Matrix Equation

In this paper, the nonlinear matrix equation is investigated. Based on the fixed-point theory, the boundary and the existence of the solution with the case r>-δi are discussed. An algorithm that avoids matrix inversion with the case -1

Iterative solutions to the linear matrix equation AXB + CXTD = E

In this paper the gradient based iterative algorithm is presented to solve the linear matrix equation AXB +CXTD = E, where X is unknown matrix, A,B,C,D,E are the given constant matrices. It is proved that if the equation has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. Two numerical examples show that the introduced iterative algorithm is quite efficient.

Iterative Solutions to Some Linear Matrix Equations

In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.