On the gradient based algorithm for solving the general coupled matrix equations

نویسندگان

  • Davod Khojasteh Salkuyeh
  • Fatemeh Panjeh Ali Beik
چکیده

Recently, the gradient based iterative algorithms have been widely exploited for finding the (leastsquares) solutions of the different kinds of the (coupled) linear matrix equations. Nevertheless, so far, the convergence of the propounded gradient based algorithms has been studied under the circumstance that the mentioned (coupled) linear matrix equations have a unique (least-squares) solution. In the present paper, we consider the consistent general coupled linear matrix equations which incorporate many of the recently investigated (coupled) linear matrix equations as their special instances. It is demonstrated that using a gradient based iterative algorithm for solving the referred coupled linear matrix equations is equivalent to extend the well-known Richardson method for solving the normal equations corresponding to the original coupled linear matrix equations. In addition, we prove the semi-convergence of the Richardson method when the coefficient matrix of the associated normal equations is singular. Finally, some numerical experiments are presented to illustrate the validity of our theoretical results.

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تاریخ انتشار 2014