Matrix form of Biconjugate Residual Algorithm to Solve the Discrete-Time Periodic Sylvester Matrix Equations

2017 ◽  
Vol 20 (1) ◽  
pp. 49-56 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Discrete Time ◽  
Matrix Form ◽  
Matrix Equations ◽  
Sylvester Matrix ◽  
Residual Algorithm ◽  
Sylvester Matrix Equations ◽  
Time Periodic

Finding solutions for periodic discrete-time generalized coupled Sylvester matrix equations via the generalized BCR method

2016 ◽  
Vol 40 (2) ◽  
pp. 647-656 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Iterative Method ◽  
Finite Number ◽  
Discrete Time ◽  
Matrix Equations ◽  
Sylvester Matrix ◽  
Bcr Method ◽  
Residual Algorithm ◽  
Sylvester Matrix Equations ◽  
Number Of Iterations ◽  
Finite Number Of Iterations

The periodic discrete-time matrix equations have wide applications in stability theory, control theory and perturbation analysis. In this work, the biconjugate residual algorithm is generalized to construct a matrix iterative method to solve the periodic discrete-time generalized coupled Sylvester matrix equations [Formula: see text] The constructed method is shown to be convergent in a finite number of iterations in the absence of round-off errors. By comparing with other similar methods in practical computation, we give numerical results to demonstrate the accuracy and the numerical superiority of the constructed method.

scholarly journals Extending the CGLS method for finding the least squares solutions of general discrete-time periodic matrix equations

Filomat ◽  
2016 ◽  
Vol 30 (9) ◽  
pp. 2503-2520 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Finite Number ◽  
Least Squares ◽  
Control Systems ◽  
Discrete Time ◽  
Conjugate Gradient ◽  
Matrix Form ◽  
Matrix Equations ◽  
Numerical Examples ◽  
Periodic Matrix ◽  
Time Periodic

The periodic matrix equations are strongly related to analysis of periodic control systems for various engineering and mechanical problems. In this work, a matrix form of the conjugate gradient for least squares (MCGLS) method is constructed for obtaining the least squares solutions of the general discrete-time periodic matrix equations ?t,j=1 (Ai,jXi,jBi,j + Ci,jXi+1,jDi,j)=Mi, i=1,2,.... It is shown that the MCGLS method converges smoothly in a finite number of steps in the absence of round-off errors. Finally two numerical examples show that the MCGLS method is efficient.

Parameterized solution to a class of sylvester matrix equations

2010 ◽  
Vol 7 (4) ◽  
pp. 479-483
Author(s):  
Yu-Peng Qiao ◽  
Hong-Sheng Qi ◽  
Dai-Zhan Cheng
Keyword(s):  
Matrix Equations ◽  
Sylvester Matrix ◽  
Sylvester Matrix Equations
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