On the Hermitian R-Conjugate Solution of a System of Matrix Equations

Let R be an n by n nontrivial real symmetric involution matrix, that is, R R−1 R / In. An n × n complex matrix A is termed R-conjugate if A RAR, where A denotes the conjugate of A. We give necessary and sufficient conditions for the existence of the Hermitian R-conjugate solution to the system of complex matrix equations AX C andXB D and present an expression of the Hermitian R-conjugate solution to this system when the solvability conditions are satisfied. In addition, the solution to an optimal approximation problem is obtained. Furthermore, the least squares Hermitian R-conjugate solution with the least norm to this system mentioned above is considered. The representation of such solution is also derived. Finally, an algorithm and numerical examples are given.