Iterative solution to a class of complex matrix equations and its application in time-varying linear system

被引:7
|
作者
Wang, Wenli [1 ]
Song, Caiqin [1 ,2 ]
Ji, Shipu [3 ]
机构
[1] Jinan Univ, Sch Math Sci, Jinan 250022, Peoples R China
[2] Univ Nevada, Dept Math & Stat, Reno, NV 89503 USA
[3] Guizhou Normal Univ, Sch Int Educ, Guiyang 550025, Peoples R China
基金
安徽省自然科学基金;
关键词
Complex conjugate and transpose matrix equation; Relaxed gradient based iterative algorithm; Relaxation factor; Optimal factor; LEAST-SQUARES SOLUTIONS; ALGORITHM; CONJUGATE; IDENTIFICATION; STABILIZATION; DECOMPOSITION; A(I)XB(I);
D O I
10.1007/s12190-020-01486-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Wu et al. (Applied Mathematics and Computation 217(2011)8343-8353) constructed a gradient based iterative (GI) algorithm to find the solution to the complex conjugate and transpose matrix equation A(1)XB(1) + A(2)(X) over barB(2) + A(3)X(T)B(3) + A(4)X(H)B(4) = E and a sufficient condition for guaranteeing the convergence of GI algorithm was given for an arbitrary initial matrix. Zhang et al. (Journal of the Franklin Institute 354 (2017) 7585-7603) provided a new proof of GI method and the necessary and sufficient conditions was presented to guarantee that the proposed algorithm was convergent for an arbitrary initial matrix. In this paper, a relaxed gradient based iterative (RGI) algorithm is proposed to solve this complex conjugate and transpose matrix equation. The necessary and sufficient conditions for the convergence factor is determined to guarantee the convergence of the introduced algorithm for any initial iterative matrix. Numerical results are given to verify the efficiency of the new method. Finally, the application in time-varying linear system of the presented algorithm is provided.
引用
收藏
页码:317 / 341
页数:25
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