GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems
SIAM Journal on Scientific and Statistical Computing
Global FOM and GMRES algorithms for matrix equations
Applied Numerical Mathematics
Iterative Methods for Sparse Linear Systems
Iterative Methods for Sparse Linear Systems
On Iterative Solutions of General Coupled Matrix Equations
SIAM Journal on Control and Optimization
Convergence properties of some block Krylov subspace methods for multiple linear systems
Journal of Computational and Applied Mathematics
Weighted least squares solutions to general coupled Sylvester matrix equations
Journal of Computational and Applied Mathematics
Iterative algorithm for minimal norm least squares solution to general linear matrix equations
International Journal of Computer Mathematics
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In the present paper, we propose the global full orthogonalization method (Gl-FOM) and global generalized minimum residual (Gl-GMRES) method for solving large and sparse general coupled matrix equations @?j=1pA"i"jX"jB"i"j=C"i,i=1,...,p, where A"i"j@?R^m^x^m, B"i"j@?R^n^x^n, C"i@?R^m^x^n,i,j=1,2,...,p, are given matrices and X"i@?R^m^x^n, i=1,2,...,p, are the unknown matrices. To do so, first, a new inner product and its corresponding matrix norm are defined. Then, using a linear operator equation and new matrix product, we demonstrate how to employ Gl-FOM and Gl-GMRES algorithms for solving general coupled matrix equations. Finally, some numerical experiments are given to illustrate the validity and applicability of the results obtained in this work.