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An iterative algorithm for solving a class of matrix equations |
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| Authors: | Minghui WANG Yan FENG |
| Affiliation: | 1. School of Mathematical Sciences,Qufu Normal University,Qufu Shandong 273165,China 2. College of Information Science & Technology,Qingdao University of Science & Technology,Qingdao Shandong 266061,China |
| Abstract: | In this paper, an iterative algorithm is presented to solve the Sylvester and Lyapunov matrix equations. By this iterative algorithm, for any initial matrix X 1, a solution X* can be obtained within finite iteration steps in the absence of roundoff errors. Some examples illustrate that this algorithm is very efficient and better than that of 1] and 2]. |
| Keywords: | Iterative algorithm Conjugate gradient method Lyapunov matrix equation Sylvester matrix equation |
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