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SSHI methods for solving general linear matrix equations

Mehdi Dehghan (Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Islamic Republic of Iran)
Masoud Hajarian (Department of Mathematics, Faculty of Mathematical Sciences, Shahid Beheshti University, Tehran, Iran)

Engineering Computations

ISSN: 0264-4401

Article publication date: 15 November 2011

Abstract

Purpose

The purpose of this paper is to find the efficient iterative methods for solving the general matrix equation A1X+ XA2+A3XH+XHA4=B (including Lyapunov and Sylvester matrix equations as special cases) with the unknown complex (reflexive) matrix X.

Design/methodology/approach

By applying the principle of hierarchical identification and the Hermitian/skew‐Hermitian splitting of the coefficient matrix quadruplet A1; A2; A3; A4 the authors propose a shift‐splitting hierarchical identification (SSHI) method to solve the general linear matrix equation A1X+XA2+A3XH+XHA4=B. Also, the proposed algorithm is extended for finding the reflexive solution to this matrix equation.

Findings

The authors propose two iterative methods for finding the solution and reflexive solution of the general linear matrix equation, respectively. The proposed algorithms have a simple, neat and elegant structure. The convergence analysis of the methods is also discussed. Some numerical results are given which illustrate the power and effectiveness of the proposed algorithms.

Originality/value

So far, several methods have been presented and used for solving the matrix equations by using vec operator and Kronecker product, generalized inverse, generalized singular value decomposition (GSVD) and canonical correlation decomposition (CCD) of matrices. In several cases, it is difficult to find the solutions by using matrix decomposition and generalized inverse. Also vec operator and Kronecker product enlarge the size of the matrix greatly therefore the computations are very expensive in the process of finding solutions. To overcome these complications and drawbacks, by using the hierarchical identification principle and the Hermitian=skew‐Hermitian splitting of the coefficient matrix quadruplet (A1; A2; A3; A4), the authors propose SSHI methods for solving the general matrix equation.

Keywords

Citation

Dehghan, M. and Hajarian, M. (2011), "SSHI methods for solving general linear matrix equations", Engineering Computations, Vol. 28 No. 8, pp. 1028-1043. https://doi.org/10.1108/02644401111179018

Publisher

:

Emerald Group Publishing Limited

Copyright © 2011, Emerald Group Publishing Limited