Copyright © 2012 Deqin Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
An iterative algorithm is constructed to solve the linear matrix equation pair over generalized reflexive matrix . When the matrix equation pair is consistent over generalized reflexive matrix , for any generalized reflexive initial iterative matrix , the generalized reflexive solution can be obtained by the iterative algorithm within finite iterative steps in the absence of round-off errors. The unique least-norm generalized reflexive iterative solution of the matrix equation pair can be derived when an appropriate initial iterative matrix is chosen. Furthermore, the optimal approximate solution of for a given generalized reflexive matrix can be derived by finding the least-norm generalized reflexive solution of a new corresponding matrix equation pair with . Finally, several numerical examples are given to illustrate that our iterative algorithm is effective.