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Received:June 13, 2006Revised:March 12, 2008 |
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An iterative algorithm for solving a class of matrix equations |
Minghui WANG, Yan FENG |
(School of Mathematical Sciences, Qufu Normal University, Qufu Shandong 273165, China; 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 X1, 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]. |
Key words: Iterative algorithm Conjugate gradient method Lyapunov matrix equation Sylvester matrix equation |