LSQR iterative method for generalized coupled Sylvester matrix equations

摘要

An iterative method is proposed to solve generalized coupled Sylvester matrix equations, based on a matrix form of the least-squares QR-factorization (LSQR) algorithm. By this iterative method on the selection of special initial matrices, we can obtain the minimum Frobenius norm solutions or the minimum Frobenius norm least-squares solutions over some constrained matrices, such as symmetric, generalized bisymmetric and (R.S)-sym-metric matrices. Meanwhile, the optimal approximate solutions to the given matrices can be derived by solving the corresponding new generalized coupled Sylvester matrix equations. Finally, numerical examples are given to illustrate the effectiveness of the present method.