LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
ACM Transactions on Mathematical Software (TOMS)
On Iterative Solutions of General Coupled Matrix Equations
SIAM Journal on Control and Optimization
A generalized inverse eigenvalue problem in structural dynamic model updating
Journal of Computational and Applied Mathematics
Hierarchical gradient-based identification of multivariable discrete-time systems
Automatica (Journal of IFAC)
Auxiliary model identification method for multirate multi-input systems based on least squares
Mathematical and Computer Modelling: An International Journal
An efficient algorithm for solving general coupled matrix equations and its application
Mathematical and Computer Modelling: An International Journal
Hi-index | 0.98 |
An nxn matrix A is said to be M-symmetric if x^T(A-A^T)=0 for all x@?R(M), where M@?R^n^x^p is given. In this paper, by extending the idea of the conjugate gradient least squares (CGLS) method, we construct an iterative method for solving a generalized inverse eigenvalue problem: minimizing @?X^TAX-C@? where @?@?@? is the Frobenius norm, X@?R^n^x^m and C@?R^m^x^m are given, and A@?R^n^x^n is a M-symmetric matrix to be solved. Our algorithm produces a suitable A such that X^TAX=C within finite iteration steps in the absence of roundoff errors, if such an A exists. We show that the algorithm is stable any case, and we give results of numerical experiments that support this claim.