scholarly journals Solving Optimization Problems on Hermitian Matrix Functions with Applications

2013 ◽  
Vol 2013 ◽  
pp. 1-11
Author(s):  
Xiang Zhang ◽  
Shu-Wen Xiang

We consider the extremal inertias and ranks of the matrix expressionsf(X,Y)=A3-B3X-(B3X)*-C3YD3-(C3YD3)*, whereA3=A3*,  B3,  C3, andD3are known matrices andYandXare the solutions to the matrix equationsA1Y=C1,YB1=D1, andA2X=C2, respectively. As applications, we present necessary and sufficient condition for the previous matrix functionf(X,Y)to be positive (negative), non-negative (positive) definite or nonsingular. We also characterize the relations between the Hermitian part of the solutions of the above-mentioned matrix equations. Furthermore, we establish necessary and sufficient conditions for the solvability of the system of matrix equationsA1Y=C1,YB1=D1,A2X=C2, andB3X+(B3X)*+C3YD3+(C3YD3)*=A3, and give an expression of the general solution to the above-mentioned system when it is solvable.

2021 ◽  
Vol 7 (1) ◽  
pp. 384-397
Author(s):  
Yinlan Chen ◽  
◽  
Lina Liu

<abstract><p>In this paper, we consider the common Re-nonnegative definite (Re-nnd) and Re-positive definite (Re-pd) solutions to a pair of linear matrix equations $ A_1XA_1^\ast = C_1, \ A_2XA_2^\ast = C_2 $ and present some necessary and sufficient conditions for their solvability as well as the explicit expressions for the general common Re-nnd and Re-pd solutions when the consistent conditions are satisfied.</p></abstract>


2012 ◽  
Vol 2012 ◽  
pp. 1-19 ◽  
Author(s):  
Qing-Wen Wang ◽  
Juan Yu

We derive the necessary and sufficient conditions of and the expressions for the orthogonal solutions, the symmetric orthogonal solutions, and the skew-symmetric orthogonal solutions of the system of matrix equationsAX=BandXC=D, respectively. When the matrix equations are not consistent, the least squares symmetric orthogonal solutions and the least squares skew-symmetric orthogonal solutions are respectively given. As an auxiliary, an algorithm is provided to compute the least squares symmetric orthogonal solutions, and meanwhile an example is presented to show that it is reasonable.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Shao-Wen Yu

We establish the formulas of the maximal and minimal ranks of the quaternion Hermitian matrix expressionC4−A4XA4∗whereXis a Hermitian solution to quaternion matrix equationsA1X=C1,XB1=C2, andA3XA3*=C3. As applications, we give a new necessary and sufficient condition for the existence of Hermitian solution to the system of matrix equationsA1X=C1,XB1=C2,A3XA3*=C3, andA4XA4*=C4, which was investigated by Wang and Wu, 2010, by rank equalities. In addition, extremal ranks of the generalized Hermitian Schur complementC4−A4A3~A4∗with respect to a Hermitian g-inverseA3~ofA3, which is a common solution to quaternion matrix equationsA1X=C1andXB1=C2, are also considered.


2017 ◽  
Vol 24 (02) ◽  
pp. 233-253 ◽  
Author(s):  
Xiangrong Nie ◽  
Qingwen Wang ◽  
Yang Zhang

We in this paper give necessary and sufficient conditions for the existence of the general solution to the system of matrix equations [Formula: see text] and [Formula: see text] over the quaternion algebra ℍ, and present an expression of the general solution to this system when it is solvable. Using the results, we give some necessary and sufficient conditions for the system of matrix equations [Formula: see text] over ℍ to have a reducible solution as well as the representation of such solution to the system when the consistency conditions are met. A numerical example is also given to illustrate our results. As another application, we give the necessary and sufficient conditions for two associated electronic networks to have the same branch current and branch voltage and give the expressions of the same branch current and branch voltage when the conditions are satisfied.


2013 ◽  
Vol 860-863 ◽  
pp. 2727-2731
Author(s):  
Kai Fu Liang ◽  
Ming Jun Li ◽  
Ze Lin Zhu

Hamiltonian matrices have many applications to design automation and autocontrol, in particular in the linear-quadratic autocontrol problem. This paper studies the inverse problems of generalized Hamiltonian matrices for matrix equations. By real representation of complex matrix, we give the necessary and sufficient conditions for the existence of a Hermitian generalized Hamiltonian solutions to the matrix equations, and then derive the representation of the general solutions.


Author(s):  
M. H. Pearl

The notion of the inverse of a matrix with entries from the real or complex fields was generalized by Moore (6, 7) in 1920 to include all rectangular (finite dimensional) matrices. In 1951, Bjerhammar (2, 3) rediscovered the generalized inverse for rectangular matrices of maximal rank. In 1955, Penrose (8, 9) independently rediscovered the generalized inverse for arbitrary real or complex rectangular matrices. Recently, Arghiriade (1) has given a set of necessary and sufficient conditions that a matrix commute with its generalized inverse. These conditions involve the existence of certain submatrices and can be expressed using the notion of EPr matrices introduced in 1950 by Schwerdtfeger (10). The main purpose of this paper is to prove the following theorem:Theorem 2. A necessary and sufficient condition that the generalized inverse of the matrix A (denoted by A+) commute with A is that A+ can be expressed as a polynomial in A with scalar coefficients.


2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Naglaa M. El-Shazly

In this paper necessary and sufficient conditions for the matrix equation to have a positive definite solution are derived, where , is an identity matrix, are nonsingular real matrices, and is an odd positive integer. These conditions are used to propose some properties on the matrices , . Moreover, relations between the solution and the matrices are derived.


2014 ◽  
Vol 2014 ◽  
pp. 1-13 ◽  
Author(s):  
Juan Yu ◽  
Qing-Wen Wang ◽  
Chang-Zhou Dong

We mainly solve three problems. Firstly, by the decomposition of the (anti-)Hermitian generalized (anti-)Hamiltonian matrices, the necessary and sufficient conditions for the existence of and the expression for the (anti-)Hermitian generalized (anti-)Hamiltonian solutions to the system of matrix equationsAX=B,XC=Dare derived, respectively. Secondly, the optimal approximation solutionmin⁡X∈K⁡∥X^-X∥is obtained, whereKis the (anti-)Hermitian generalized (anti-)Hamiltonian solution set of the above system andX^is the given matrix. Thirdly, the least squares (anti-)Hermitian generalized (anti-)Hamiltonian solutions are considered. In addition, algorithms about computing the least squares (anti-)Hermitian generalized (anti-)Hamiltonian solution and the corresponding numerical examples are presented.


2016 ◽  
Vol 23 (01) ◽  
pp. 167-180 ◽  
Author(s):  
Guangjing Song ◽  
Shaowen Yu ◽  
Ming Chen

In this paper, a new necessary and sufficient condition for the existence of a Hermitian solution as well as a new expression of the general Hermitian solution to the system of matrix equations A1X=C1 and A3XB3=C3 are derived. The max-min ranks and inertias of these Hermitian solutions with some interesting applications are shown. In particular, the max-min ranks and inertias of the Hermitian part of the general solution to this system are presented.


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