Least-Squares Solutions of Generalized Sylvester Equation with Xi Satisfies Different Linear Constraint
- 1 School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, China
- 2 School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, China
- 3 School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, China
- 4 School of Mathematics and Computing Science, Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin, China
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.
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