Journal
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume 33, Issue 2, Pages 554-568Publisher
SIAM PUBLICATIONS
DOI: 10.1137/100808678
Keywords
matrix equation; matrix inequality; iterative method; nonnegative matrix
Categories
Funding
- Provincial Natural Science Foundation of Guangxi [0991238]
- NSERC of Canada
- MITACS
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In this paper a feasible and effective algorithm is proposed to find solutions to the matrix equation AX = B subject to a matrix inequality constraint CXD >= E. Numerical experiments are performed to illustrate the applicability of the algorithm. A comparison with some existing methods (with necessary modifications) is also given.
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