On the least squares generalized Hamiltonian solution of generalized coupled Sylvester-conjugate matrix equations

In this paper, we discuss the finite iterative algorithm to solve a class of generalized coupled Sylvester-conjugate matrix equations. We prove that if the system is consistent, an exact generalized Hamiltonian solution can be obtained within finite iterative steps in the absence of round-off errors for any initial matrices; if the system is inconsistent, the least squares generalized Hamiltonian solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the minimum norm least squares generalized Hamiltonian solution of the system. Finally, numerical examples are presented to demonstrate the algorithm is efficient. (C) 2017 Elsevier Ltd. All rights reserved.