An Iterative Algorithm for the Generalized Reflexive Solution of the Matrix EquationsAXB=E,CXD=F
An iterative algorithm is constructed to solve the linear matrix equation pairAXB=E, CXD=Fover generalized reflexive matrixX. When the matrix equation pairAXB=E, CXD=Fis consistent over generalized reflexive matrixX, for any generalized reflexive initial iterative matrixX1, 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 ofAXB=E, CXD=Ffor a given generalized reflexive matrixX0can be derived by finding the least-norm generalized reflexive solution of a new corresponding matrix equation pairAX̃B=Ẽ, CX̃D=F̃withẼ=E-AX0B, F̃=F-CX0D. Finally, several numerical examples are given to illustrate that our iterative algorithm is effective.