Practical Optimization: Algorithms and Engineering Applications
Practical Optimization: Algorithms and Engineering Applications
Iterative solutions to matrix equations of the form AiXBi=Fi
Computers & Mathematics with Applications
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In this paper, an iterative algorithm is constructed to solve the minimum Frobenius norm residual problem: min@?(A"1XB"1A"2XB"2)-(C"1C"2)@? over bisymmetric matrices. By this algorithm, for any initial bisymmetric matrix X"0, a solution X^* can be obtained in finite iteration steps in the absence of roundoff errors, and the solution with least norm can be obtained by choosing a special kind of initial matrix. Furthermore, in the solution set of the above problem, the unique optimal approximation solution X@^ to a given matrix X@? in the Frobenius norm can be derived by finding the least norm bisymmetric solution of a new corresponding minimum Frobenius norm problem. Given numerical examples show that the iterative algorithm is quite effective in actual computation.