A gradient-based iterative algorithm for generalized coupled Sylvester matrix equations over generalized centro-symmetric matrices
Transactions of the Institute of Measurement and Control
Published online on August 13, 2013
Abstract
An nxn real matrix P is said to be a symmetric orthogonal matrix if P = P–1 = PT. An nxn real matrix X is called a generalized centro-symmetric matrix with respect to P, if X = PXP. It is obvious that every nxn matrix is also a generalized centro-symmetric matrix with respect to I (identity matrix). In the present paper, we propose a gradient-based iterative algorithm to solve the generalized coupled Sylvester matrix equations over the generalized centro-symmetric matrix pair (X1,X2). It is proved that the iterative method is always convergent for any initial generalized centro-symmetric matrix pair (X1(1),X2(1)). Finally, a numerical example is discussed to illustrate the results.