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Improved modified gradient-based iterative algorithm and its relaxed version for the complex conjugate and transpose Sylvester matrix equations

Huang Zhengge, Cui Jingjing

Demonstratio Mathematica

2024

Vol. 57, nr 1

art. no. 20240083

In this article, we present two new algorithms referred to as the improved modified gradient-based iterative (IMGI) algorithm and its relaxed version (IMRGI) for solving the complex conjugate and transpose (CCT) Sylvester matrix equations, which often arise from control theory, system theory, and so forth. Compared with the gradient-based iterative (GI) (A.-G. Wu, L.-L. Lv, and G.-R. Duan, Iterative algorithms for solving a class of complex conjugate and transpose matrix equations, Appl. Math. Comput. 217 (2011), 8343–8353) and the relaxed GI (RGI) (W.-L. Wang, C.-Q. Song, and S.-P. Ji, Iterative solution to a class of complex matrix equations and its application in time-varying linear system, J. Appl. Math. Comput. 67 (2021), 317–341) algorithms, the proposed ones can make full use of the latest information and need less computations, which leads to higher computational efficiency. With the real representation of a complex matrix as a tool, we establish sufficient and necessary conditions for the convergence of the IMGI and the IMRGI algorithms. Finally, some numerical examples are given to illustrate the effectiveness and advantages of the proposed algorithms.