New proof of the gradient-based iterative algorithm for the Sylvester conjugate matrix equation

Abstract

By applying the hierarchical identification principle, the gradient-based iterative algorithm is suggested for solving the Sylvester conjugate matrix equation. With the real representation of a complex matrix, a new convergence proof is given. The necessary and sufficient conditions for the convergence factor is determined to guarantee the convergence of the algorithm for any initial iterative matrix. Also a conjecture by Wu et al. (2010) is solved. A numerical example is offered to illustrate the effectiveness of the suggested algorithm and verify some conclusions proposed in this paper.