Journal
TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL
Volume 42, Issue 3, Pages 503-517Publisher
SAGE PUBLICATIONS LTD
DOI: 10.1177/0142331219875273
Keywords
Hestenes-Stiefel; bi-conjugate residual (Bi-CR) algorithm; general Sylvester matrix equations; partially doubly symmetric solution; CGNR algorithm; CGNE algorithm
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The study of linear matrix equations is extremely important in many scientific fields such as control systems and stability analysis. In this work, we aim to design the Hestenes-Stiefel (HS) version of biconjugate residual (Bi-CR) algorithm for computing the (least Frobenius norm) partially doubly symmetric solution X of the general Sylvester matrix equations Sigma(f)(j=1) A(ij)XB(ij) = M-i for i = 1, 2, ..., g. We show that the proposed algorithm converges in a finite number of iterations. Finally, numerical results compare the proposed algorithm to alternative algorithms.
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