Convergence of ADGI methods for solving systems of linear matrix equations

Abstract

Purpose – The linear matrix equations have wide applications in engineering, physics, economics and statistics. The purpose of this paper is to introduce iterative methods for solving the systems of linear matrix equations. Design/methodology/approach – According to the hierarchical identification principle, the authors construct alternating direction gradient-based iterative (ADGI) methods to solve systems of linear matrix equations. Findings – The authors propose efficient ADGI methods to solve the systems of linear matrix equations. It is proven that the ADGI methods consistently converge to the solution for any initial matrix. Moreover, the constructed methods are extended for finding the reflexive solution to the systems of linear matrix equations. Originality/value – This paper proposes efficient iterative methods without computing any matrix inverses, vec operator and Kronecker product for finding the solution of the systems of linear matrix equations.