Abstract

In this paper, the matrix equation with two unknown matrices X, Y of form AXB + CYD = F is discussed. By applying the canonical correlation decomposition (CCD) of matrix pairs, we obtain expressions of the least-squares solutions of the matrix equation, and sufficient and necessary conditions for the existence and uniqueness of the solutions. We also derive a general form of the solutions. We also study the least-squares Hermitian (skew-Hermitian) solutions of equation AXA H + CYC H = F.

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