An iterative algorithm for generalized periodic multiple coupled Sylvester matrix equations |
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Authors: | Xuesong Chen Zebin Chen |
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Institution: | 1. School of Mathematics and Statistics, Shandong University of Technology, Zibo 255000, China;2. College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao 266590, China;1. School of Artificial Intelligence, Shenyang University of Technology, Shenyang, China;2. College of Engineering, Qufu Normal University, Rizhao, Shandong, China;1. School of Control and Computer Engineering, North China Electric Power University, 102206 Beijing, China;2. School of Transportation Science and Engineering, Beihang University, 100091 Beijing, China |
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Abstract: | The paper is indicated to constructing a modified conjugate gradient iterative (MCG) algorithm to solve the generalized periodic multiple coupled Sylvester matrix equations. It can be proved that the proposed approach can find the solution within finite iteration steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm solution of the system. Some numerical examples are illustrated to show the performance of the proposed approach and its superiority over the existing method CG. |
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