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An iterative algorithm for periodic sylvester matrix equations

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The problem of solving periodic Sylvester matrix equations is discussed in this paper. A new kind of iterative algorithm is proposed for constructing the least square solution for the equations.… Click to show full abstract

The problem of solving periodic Sylvester matrix equations is discussed in this paper. A new kind of iterative algorithm is proposed for constructing the least square solution for the equations. The basic idea is to develop the solution matrices in the least square sense. Two numerical examples are presented to illustrate the convergence and performance of the iterative method.

Keywords: iterative algorithm; matrix equations; periodic sylvester; sylvester matrix

Journal Title: Journal of Industrial and Management Optimization
Year Published: 2017

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