,THE ALTERNATING DIRECTION METHODS FOR SOLVING THE SYLVESTER-TYPE MATRIX EQUATION AXB + CXTD =E

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In this paper,we present two alteating direction methods for the solution and best approximate solution of the Sylvester-type matrix equation AXB + CXTD =E arising in the control theory,where A,B,C,D and E are given matrices of suitable sizes.If the matrix equation is consistent (inconsistent),then the solution (the least squares solution) can be obtained.Preliminary convergence properties of the proposed algorithms are presented.Numerical experiments show that the proposed algorithms tend to deliver higher quality solutions with less iteration steps and CPU time than some existing algorithms on the tested problems.
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