Conjugate gradient algorithm for consistent generalized Sylvester-transpose matrix equations

Abstract

We develop an effective algorithm to find a well-approximate solution of a generalized Sylvester-transpose matrix equation where all coefficient matrices and an unknown matrix are rectangular. The algorithm aims to construct a finite sequence of approximated solutions from any given initial matrix. It turns out that the associated residual matrices are orthogonal, and thus, the desire solution comes out in the final step with a satisfactory error. We provide numerical experiments to show the capability and performance of the algorithm.

Keywords

• conjugate gradient agorithm
• generalized sylvester-transpose matrix equation
• kronecker product
• matrix norm
• orthogonality