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New Finite Algorithm for Solving the Generalized Nonhomogeneous Yakubovich‐Transpose Matrix Equation
Authors:Masoud Hajarian
Affiliation:Department of Mathematics, Faculty of Mathematical Sciences, Shahid Beheshti University, General Campus, Evin, Tehran, Iran
Abstract:In this paper, the development of the conjugate direction (CD) method is constructed to solve the generalized nonhomogeneous Yakubovich‐transpose matrix equation AXB + CXTD + EYF = R. We prove that the constructed method can obtain the (least Frobenius norm) solution pair (X,Y) of the generalized nonhomogeneous Yakubovich‐transpose matrix equation for any (special) initial matrix pair within a finite number of iterations in the absence of round‐off errors. Finally, two numerical examples show that the constructed method is more efficient than other similar iterative methods in practical computation.
Keywords:Generalized nonhomogeneous Yakubovich‐transpose matrix equation  least Frobenius norm solution pair  conjugate direction method  non‐symmetric linear system
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