Given the linear matrix equation AXB=C, we partition it into form A1X11B1+A1X12B2+A2X21B1+A2X22B2=C, and then pre- post-multiply both sides of by four orthogonal projectors generated from coefficient matrices A1, B1, B2 to obtain reduced equations. In this situation, each equations involves just one unknown submatrices X11, X12, X21, X22, respectively. paper, study relationships between general...

The Schrödinger equation as a quantum superposition describes the atomic orbital as a linear difference functions basis set. Another alternative is that this equation could be written as a m-dimensional state space linear stochastic system with unknown matrix coefficients with smooth movements around the stationary region. Thus, the matrix is estimated in a probability sense considering the dis...

In this note we present equations that uniquely determine the maximumpossible imaginaryvalue of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the algebraic Riccati equation exists. In addition, the corresponding state weight matrix and the solution to the algebraic Riccati equation are derived fo...

General rotor systems possess both stationary and rotating asymmetric properties, whose equation of motion is characterized by the presence of periodically time-varying parameters with the period of half the rotation. This paper employs the Floquet theory to develop the complex modal analysis method for periodically time-varying linear rotor systems. The approach is based on decomposition of st...

Let A − λB and C − λD be two normal matrix pencils or Hermitian matrix pencils or definite matrix pencils, and let AXD −BXC = S. Our main results in this part are estimates of a unitarily invariant norm of the solution X under some conditions on the spectra of two pencils. §

it is well known that if the coefficient matrix in a linear system is large and sparse or sometimes not readily available, then iterative solvers may become the only choice. the block solvers are an attractive class of iterative solvers for solving linear systems with multiple right-hand sides. in general, the block solvers are more suitable for dense systems with preconditioner. in this paper,...

We discuss solvers for Sylvester, Lyapunov, and Stein equations that are available in the SLICOT Library (Subroutine Library In COntrol Theory). These solvers offer improved efficiency, reliability, and functionality compared to corresponding solvers in other computer-aided control system design packages. The performance of the SLICOT solvers is compared with the corresponding MATLAB solvers. T...

In this project, we had to implement a parallel solver for linear equation systems, using a technique known as Gaussian elimination (GE). As with many other algorithms for solving linear equation systems, GE is performed on the matrix representation of the system, Ax = b, where A is the coefficient matrix and b is the vector of known values. GE works by applying a set of elementary row operatio...