Solving Linear Matrix Equations by Matrix Decompositions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 32797
Solving Linear Matrix Equations by Matrix Decompositions

Authors: Yongxin Yuan, Kezheng Zuo

Abstract:

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.

Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.

Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1098984

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2002

References:


[1] S. K. Mitra, Fixed rank solutions of linear matrix equations, Sankhya Ser. A., 35 (1972) 387–392.
[2] S. K. Mitra, The matrix equation AX = C,XB = D, Linear Algebra and its Applications, 59 (1984) 171–181.
[3] F. Uhlig, On the matrix equation AX = B with applications to the generators of a controllability matrix, Linear Algebra and its Applications, 85 (1987) 203–209.
[4] S. K. Mitra, A pair of simultaneous linear matrix equations A1XB1 = C1,A2XB2 = C2 and a matrix programming problem, Linear Algebra and its Applications, 131 (1990) 107–123.
[5] C. Y. Lin, Q. W. Wang, The minimal and maximal ranks of the general solution to a system of matrix equations over an arbitrary division ring, Math. Sci. Res. J., 10 (2006) 57–65.
[6] P. Bhimasankaram, Common solutions to the linear matrix equations AX = B,XC = D, and EXF = G, Sankhya Ser. A., 38 (1976) 404–409.
[7] C. Y. Lin, Q. W. Wang, New solvable conditions and a new expression of the general solution to a system of linear matrix equations over an arbitrary division ring, Southeast Asian Bull. Math., 29 (2005) 755–762.
[8] Y. Liu, Ranks of least squares solutions of the matrix equation AXB = C, Computers and Mathematics with Applications, 55 (2008) 1270– 1278.
[9] D. S. Cvetkovi´c-Ili´c, The reflexive solutions of the matrix equation AXB = C, Computers and Mathematics with Applications, 51 (2006) 897–902.
[10] X. Peng, X. Hu, L. Zhang, The reflexive and anti-reflexive solutions of the matrix equation AHXB = C, Journal of Computational and Applied Mathematics, 200 (2007) 749–760.
[11] C. G. Khatri, S. K. Mitra, Hermitian and nonnegative definite solutions of linear matrix equations, SIAM Journal on Applied Mathematics, 31 (1976) 579–585.
[12] Z. Y. Peng, An iterative method for the least squares symmetric solution of the linear matrix equation AXB = C, Applied Mathematics and Computation, 170 (2005) 711–723.
[13] Y. X. Peng, X. Y. Hu, L. Zhang, An iteration method for the symmetric solutions and the optimal approximation solution of the matrix equation AXB = C, Applied Mathematics and Computation, 160 (2005) 763– 777.
[14] L. Wu, The Re-positive definite solutions to the matrix inverse problem AX = B, Linear Algebra and its Applications, 174 (1992) 145–151.
[15] L. Wu, B. Cain, The Re-nonnegative definite solutions to the matrix inverse problem AX = B, Linear Algebra and its Applications, 236 (1996) 137–146.
[16] J. Gr¨oß, Explicit solutions to the matrix inverse problem AX = B, Linear Algebra and its Applications, 289 (1999) 131–134.
[17] Z. Xiong, Y. Qin, The common Re-nnd and Re-pd solutions to the matrix equations AX = C and XB = D, Applied Mathematics and Computation, 218 (2011) 3330–3337.
[18] X. Liu, Comments on “The common Re-nnd and Re-pd solutions to the matrix equations AX = C and XB = D”, Applied Mathematics and Computation, 236 (2014) 663–668.
[19] Q. Wang, C. Yang, The Re-nonnegative definite solutions to the matrix equation AXB = C, Comment. Math. Univ. Carolinae, 39 (1998) 7– 13.
[20] D. S. Cvetkovi´c-Ili´c, Re-nnd solutions of the matrix equation AXB = C, Journal of the Australian Mathematical Society, 84 (2008) 63–72.
[21] X. Zhang, L. Sheng, Q. Xu, A note on the real positive solutions of the operator equation AXB = C, Journal of Shanghai Normal University (Natural Sciences), 37 (2008) 454–458.
[22] H. W. Braden, The equation AX ±XA = B, SIAM J Matrix Anal Appl., 20 (1998) 295–302.
[23] D. S. Djordjevi´c, Explicit solution of the operator equation A∗X ± X∗A = B, Journal of Computational and Applied Mathematics, 200 (2007) 701–704.
[24] Y. Yuan, On the symmetric solutions of a class of linear matrix equation, Chinese Journal of Engineering Mathematics, 15 (1998) 25–29.
[25] Y. Yuan, The minimum norm solutions of two classes of matrix equations, Numer. Math. J. Chinese Univ., 24 (2002) 127–134.
[26] H. Dai, P. Lancaster, Linear matrix equations from an inverse problem of vibration theory, Linear Algebra Appl., 246 (1996) 31–47.
[27] J. K. Baksalary, Nonnegative definite and positive definite solutions to the matrix equation AXA∗ = B, Linear Multilinear Algebra, 16 (1984) 133–139.
[28] J. Gr¨oß, Nonnegative-definite and positive-definite solutions to the matrix equation AXA∗ = B revisited, Linear Algebra Appl., 321 (2000) 123–129.
[29] Y. H. Liu, Y. G. Tian, Y. Takane, Ranks of Hermitian and skew- Hermitian solutions to the matrix equation AXA∗ = B, Linear Algebra Appl., 431 (2009) 2359–2372.
[30] A. P. Liao, Z. Z. Bai, The constrained solutions of two matrix equations, Acta Math Sin English Ser., 18 (2002) 671–678.
[31] Y. B. Deng, X. Y. Hu, On solutions of matrix equation AXA + BY B = C, J Comput Math., 23 (2005) 17–26.
[32] Y. H. Liu, Y. G. Tian, A simultaneous decomposition of a matrix triplet with applications, Numer Linear Algebra Appl., 18 (2011) 69–85.
[33] Q.-W. Wang, Z.-H. He, A system of matrix equations and its applications, Sci China Math., 56 (2013) 1795–1820.
[34] G. H. Golub, C. F. Van Loan, Matrix Computations, The Johns Hopkins University Press, Baltimore, 1983.
[35] C. C. Paige, M. A. saunders, Towards a generalized singular value decompostion, SIAM J Numer. Anal., 18 (1981) 398–405.
[36] G. W. Stewart, Computing the CS-decomposition of a partitioned orthogonal matrix, Numer Math., 40 (1982) 297–306.
[37] A. Ben-Israel, T. N. E. Greville. Generalized Inverses. Theory and Applications (second ed). New York: Springer, 2003.
[38] F. J. H. Don, On the symmetric solutions of a linear matrix equation, Linear Algebra Appl., 93 (1987) 1–7.