Two iterative algorithms for solving coupled matrix equations over reflexive and anti-reflexive matrices

Abstract

An n × n real matrix P is said to be a generalized reflection matrix if PT = P and P2 = I (where PT is the transpose of P). A matrix A ∈ Rn×n is said to be a reflexive (anti-reflexive) matrix with respect to the generalized reflection matrix P if A = P A P (A = - P A P). The reflexive and anti-reflexive matrices have wide applications in many fields. In this article, two iterative algorithms are proposed to solve the coupled matrix equations { A1 XB1 + C1XTD1 = M1. A2 XB2 + C2XTD2 = M2. over reflexive and anti-reflexive matrices, respectively. We prove that the first (second) algorithm converges to the reflexive (anti-reflexive) solution of the coupled matrix equations for any initial reflexive (anti-reflexive) matrix. Finally two numerical examples are used to illustrate the efficiency of the proposed algorithms. Mathematical subject classification: 15A06, 15A24, 65F15, 65F20.