An iterative algorithm for periodic sylvester matrix equations
Lingling Lv, Zhe Zhang, Lei Zhang, Weishu Wang · Journal of Industrial and Management Optimization · 2017
The problem of solving periodic Sylvester matrix equations is discussed in this paper. A new kind of iterative algorithm is proposed for constructing the least square solution for the equations. The basic idea is to develop the solution matrices in the least square sense. Two numerical examples are presented to illustrate the convergence and performance of the iterative method.